Base class for some pricing engine on a particular model. More...

Inheritance diagram for GenericModelEngine< ModelType, ArgumentsType, ResultsType >:

Collaboration diagram for GenericModelEngine< ModelType, ArgumentsType, ResultsType >:

Public Member Functions
	GenericModelEngine (Handle< ModelType > model=Handle< ModelType >())

	GenericModelEngine (const ext::shared_ptr< ModelType > &model)

Public Member Functions inherited from GenericEngine< ArgumentsType, ResultsType >
PricingEngine::arguments *	getArguments () const override

const PricingEngine::results *	getResults () const override

void	reset () override

void	update () override

Public Member Functions inherited from PricingEngine
	~PricingEngine () override=default

virtual arguments *	getArguments () const =0

virtual const results *	getResults () const =0

virtual void	reset ()=0

virtual void	calculate () const =0

Public Member Functions inherited from Observable
	Observable ()

	Observable (const Observable &)

Observable &	operator= (const Observable &)

	Observable (Observable &&)=delete

Observable &	operator= (Observable &&)=delete

virtual	~Observable ()=default

void	notifyObservers ()

Public Member Functions inherited from Observer
	Observer ()=default

	Observer (const Observer &)

Observer &	operator= (const Observer &)

virtual	~Observer ()

std::pair< iterator, bool >	registerWith (const ext::shared_ptr< Observable > &)

void	registerWithObservables (const ext::shared_ptr< Observer > &)

Size	unregisterWith (const ext::shared_ptr< Observable > &)

void	unregisterWithAll ()

virtual void	update ()=0

virtual void	deepUpdate ()

Protected Attributes
Handle< ModelType >	model_

Protected Attributes inherited from GenericEngine< ArgumentsType, ResultsType >
ArgumentsType	arguments_

ResultsType	results_

Additional Inherited Members
Public Types inherited from Observer
typedef set_type::iterator	iterator

Detailed Description

template<class ModelType, class ArgumentsType, class ResultsType>
class QuantLib::GenericModelEngine< ModelType, ArgumentsType, ResultsType >

Base class for some pricing engine on a particular model.

Derived engines only need to implement the calculate() method

Definition at line 39 of file genericmodelengine.hpp.

Constructor & Destructor Documentation

GenericModelEngine ( Handle< ModelType > model = Handle<ModelType>() )

explicit

Definition at line 42 of file genericmodelengine.hpp.

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GenericModelEngine ( const ext::shared_ptr< ModelType > & model )

explicit

Definition at line 46 of file genericmodelengine.hpp.

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Handle<ModelType> model_

protected

Definition at line 51 of file genericmodelengine.hpp.