QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
Loading...
Searching...
No Matches
Public Member Functions | Protected Attributes | List of all members
GenericModelEngine< ModelType, ArgumentsType, ResultsType > Class Template Reference

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

#include <ql/pricingengines/genericmodelengine.hpp>

+ 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::argumentsgetArguments () const override
 
const PricingEngine::resultsgetResults () const override
 
void reset () override
 
void update () override
 
- Public Member Functions inherited from PricingEngine
 ~PricingEngine () override=default
 
virtual argumentsgetArguments () const =0
 
virtual const resultsgetResults () const =0
 
virtual void reset ()=0
 
virtual void calculate () const =0
 
- Public Member Functions inherited from Observable
 Observable ()
 
 Observable (const Observable &)
 
Observableoperator= (const Observable &)
 
 Observable (Observable &&)=delete
 
Observableoperator= (Observable &&)=delete
 
virtual ~Observable ()=default
 
void notifyObservers ()
 
- Public Member Functions inherited from Observer
 Observer ()=default
 
 Observer (const Observer &)
 
Observeroperator= (const Observer &)
 
virtual ~Observer ()
 
std::pair< iterator, boolregisterWith (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() [1/2]

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

Definition at line 42 of file genericmodelengine.hpp.

+ Here is the call graph for this function:

◆ GenericModelEngine() [2/2]

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

Definition at line 46 of file genericmodelengine.hpp.

+ Here is the call graph for this function:

Member Data Documentation

◆ model_

Handle<ModelType> model_
protected

Definition at line 51 of file genericmodelengine.hpp.