AnnuityMappingBuilder Class Reference

#include <qle/models/annuitymapping.hpp>

Inheritance diagram for AnnuityMappingBuilder:

Collaboration diagram for AnnuityMappingBuilder:

Public Member Functions
virtual	~AnnuityMappingBuilder ()
virtual QuantLib::ext::shared_ptr< AnnuityMapping >	build (const Date &valuationDate, const Date &optionDate, const Date &paymentDate, const VanillaSwap &underlying, const Handle< YieldTermStructure > &discountCurve)=0
void	update () override

Detailed Description

base class for annuity mapping builders for use in actual pricers

Definition at line 57 of file annuitymapping.hpp.

Constructor & Destructor Documentation

~AnnuityMappingBuilder()

virtual ~AnnuityMappingBuilder ( )

virtual

Definition at line 59 of file annuitymapping.hpp.

{}

Member Function Documentation

build()

virtual QuantLib::ext::shared_ptr< AnnuityMapping > build ( const Date &  valuationDate, const Date &  optionDate, const Date &  paymentDate, const VanillaSwap &  underlying, const Handle< YieldTermStructure > &  discountCurve  )

pure virtual

Implemented in LinearAnnuityMappingBuilder.

update()

void update ( )

override

Definition at line 26 of file annuitymapping.cpp.

{ notifyObservers(); }