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Fully annotated reference manual - version 1.8.12
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Public Member Functions | List of all members
DelegatingEngineBuilder Class Referenceabstract

Delegating Engine Builder. More...

#include <ored/portfolio/enginefactory.hpp>

+ Inheritance diagram for DelegatingEngineBuilder:
+ Collaboration diagram for DelegatingEngineBuilder:

Public Member Functions

virtual QuantLib::ext::shared_ptr< ore::data::Tradebuild (const ore::data::Trade *, const QuantLib::ext::shared_ptr< EngineFactory > &engineFactory)=0
 
virtual std::string effectiveTradeType () const =0
 
 EngineBuilder (const string &model, const string &engine, const set< string > &tradeTypes)
 
- Public Member Functions inherited from EngineBuilder
 EngineBuilder (const string &model, const string &engine, const set< string > &tradeTypes)
 
virtual ~EngineBuilder ()
 Virtual destructor. More...
 
const string & model () const
 Return the model name. More...
 
const string & engine () const
 Return the engine name. More...
 
const set< string > & tradeTypes () const
 Return the possible trade types. More...
 
const string & configuration (const MarketContext &key)
 Return a configuration (or the default one if key not found) More...
 
virtual void reset ()
 reset the builder (e.g. clear cache) More...
 
void init (const QuantLib::ext::shared_ptr< Market > market, const map< MarketContext, string > &configurations, const map< string, string > &modelParameters, const map< string, string > &engineParameters, const std::map< std::string, std::string > &globalParameters={})
 Initialise this Builder with the market and parameters to use. More...
 
const set< std::pair< string, QuantLib::ext::shared_ptr< QuantExt::ModelBuilder > > > & modelBuilders () const
 return model builders More...
 
std::string engineParameter (const std::string &p, const std::vector< std::string > &qualifiers={}, const bool mandatory=true, const std::string &defaultValue="") const
 
std::string modelParameter (const std::string &p, const std::vector< std::string > &qualifiers={}, const bool mandatory=true, const std::string &defaultValue="") const
 

Additional Inherited Members

- Protected Attributes inherited from EngineBuilder
string model_
 
string engine_
 
set< string > tradeTypes_
 
QuantLib::ext::shared_ptr< Marketmarket_
 
map< MarketContext, string > configurations_
 
map< string, string > modelParameters_
 
map< string, string > engineParameters_
 
std::map< std::string, std::string > globalParameters_
 
set< std::pair< string, QuantLib::ext::shared_ptr< QuantExt::ModelBuilder > > > modelBuilders_
 

Detailed Description

Delegating Engine Builder.

Definition at line 165 of file enginefactory.hpp.

Member Function Documentation

◆ build()

virtual QuantLib::ext::shared_ptr< ore::data::Trade > build ( const ore::data::Trade ,
const QuantLib::ext::shared_ptr< EngineFactory > &  engineFactory 
)
pure virtual

◆ effectiveTradeType()

virtual std::string effectiveTradeType ( ) const
pure virtual

◆ EngineBuilder()

EngineBuilder ( const string &  model,
const string &  engine,
const set< string > &  tradeTypes 
)

Constructor that takes a model and engine name

Parameters
modelthe model name
enginethe engine name
tradeTypesa set of trade types

Definition at line 102 of file enginefactory.hpp.

const string & engine() const
Return the engine name.
const set< string > & tradeTypes() const
Return the possible trade types.
const string & model() const
Return the model name.