BlackScholesModelWrapper Class Reference

#include <qle/models/blackscholesmodelwrapper.hpp>

Inheritance diagram for BlackScholesModelWrapper:

Collaboration diagram for BlackScholesModelWrapper:

Public Member Functions
	BlackScholesModelWrapper ()
	BlackScholesModelWrapper (const std::vector< QuantLib::ext::shared_ptr< GeneralizedBlackScholesProcess > > &processes, const std::set< Date > &effectiveSimulationDates, const TimeGrid &discretisationTimeGrid)
const std::vector< QuantLib::ext::shared_ptr< GeneralizedBlackScholesProcess > > &	processes () const
const std::set< Date > &	effectiveSimulationDates () const
const TimeGrid &	discretisationTimeGrid () const

Private Member Functions
void	update () override

Private Attributes
const std::vector< QuantLib::ext::shared_ptr< GeneralizedBlackScholesProcess > >	processes_
const std::set< Date >	effectiveSimulationDates_
const TimeGrid	discretisationTimeGrid_

Detailed Description

Definition at line 36 of file blackscholesmodelwrapper.hpp.

Constructor & Destructor Documentation

BlackScholesModelWrapper() [1/2]

BlackScholesModelWrapper

(

)

Definition at line 38 of file blackscholesmodelwrapper.hpp.

{}

BlackScholesModelWrapper() [2/2]

BlackScholesModelWrapper	(	const std::vector< QuantLib::ext::shared_ptr< GeneralizedBlackScholesProcess > > &	processes,
		const std::set< Date > &	effectiveSimulationDates,
		const TimeGrid &	discretisationTimeGrid
	)

Definition at line 39 of file blackscholesmodelwrapper.hpp.

        : processes_(processes), effectiveSimulationDates_(effectiveSimulationDates),
          discretisationTimeGrid_(discretisationTimeGrid) {}

Member Function Documentation

processes()

const std::vector< QuantLib::ext::shared_ptr< GeneralizedBlackScholesProcess > > & processes

(

)

const

Definition at line 44 of file blackscholesmodelwrapper.hpp.

{ return processes_; }

effectiveSimulationDates()

const std::set< Date > & effectiveSimulationDates

(

)

const

Definition at line 45 of file blackscholesmodelwrapper.hpp.

{ return effectiveSimulationDates_; }

discretisationTimeGrid()

const TimeGrid & discretisationTimeGrid

(

)

const

Definition at line 46 of file blackscholesmodelwrapper.hpp.

{ return discretisationTimeGrid_; }

update()

void update ( )

overrideprivate

Definition at line 49 of file blackscholesmodelwrapper.hpp.

{ notifyObservers(); }

Member Data Documentation

processes_

const std::vector<QuantLib::ext::shared_ptr<GeneralizedBlackScholesProcess> > processes_

private

Definition at line 50 of file blackscholesmodelwrapper.hpp.

effectiveSimulationDates_

const std::set<Date> effectiveSimulationDates_

private

Definition at line 51 of file blackscholesmodelwrapper.hpp.

discretisationTimeGrid_

const TimeGrid discretisationTimeGrid_

private

Definition at line 52 of file blackscholesmodelwrapper.hpp.