GenericEngine Class Template Reference

#include <ql/pricingengine.hpp>

Inheritance diagram for GenericEngine:

List of all members.


Detailed Description

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

template base class for option pricing engines

Derived engines only need to implement the calculate() method.

Public Member Functions

PricingEngine::arguments * getArguments () const
const PricingEngine::results * getResults () const
void reset ()
void update ()

Protected Attributes

ArgumentsType arguments_
ResultsType results_


Member Function Documentation

void update (  )  [virtual]

This method must be implemented in derived classes. An instance of Observer does not call this method directly: instead, it will be called by the observables the instance registered with when they need to notify any changes.

Implements Observer.

Reimplemented in LatticeShortRateModelEngine, AnalyticHestonHullWhiteEngine, LatticeShortRateModelEngine< QuantLib::VanillaSwap::arguments, QuantLib::VanillaSwap::results >, LatticeShortRateModelEngine< QuantLib::Swaption::arguments, Swaption::results >, and LatticeShortRateModelEngine< QuantLib::CapFloor::arguments, CapFloor::results >.