ForwardEngine Class Template Reference
[Forward option engines]

#include <ql/PricingEngines/Forward/forwardengine.hpp>

Inheritance diagram for ForwardEngine:

Inheritance graph
[legend]
List of all members.

Detailed Description

template<class ArgumentsType, class ResultsType>
class QuantLib::ForwardEngine< ArgumentsType, ResultsType >

Forward engine base class.

Tests:
a) the correctness of the returned value is tested by reproducing results available in literature.

b) the correctness of the returned greeks is tested by reproducing numerical derivatives.


Public Member Functions

 ForwardEngine (const boost::shared_ptr< GenericEngine< ArgumentsType, ResultsType > > &)
void setOriginalArguments () const
void calculate () const
void getOriginalResults () const

Protected Attributes

boost::shared_ptr< GenericEngine<
ArgumentsType, ResultsType > > 
originalEngine_
ArgumentsType * originalArguments_
const ResultsType * originalResults_


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