GenericEngine< ArgumentsType, ResultsType > Class Template Reference

template base class for option pricing engines More...

#include <pricingengine.hpp>

Inheritance diagram for GenericEngine< ArgumentsType, ResultsType >:

Collaboration diagram for GenericEngine< ArgumentsType, ResultsType >:

Public Member Functions
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
ArgumentsType	arguments_
ResultsType	results_

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

Detailed Description

template<class ArgumentsType, class ResultsType>
class QuantLib::GenericEngine< ArgumentsType, ResultsType >

template base class for option pricing engines

Derived engines only need to implement the calculate() method.

Definition at line 63 of file pricingengine.hpp.

Member Function Documentation

getArguments()

PricingEngine::arguments * getArguments ( ) const

overridevirtual

Implements PricingEngine.

Definition at line 66 of file pricingengine.hpp.

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getResults()

const PricingEngine::results * getResults ( ) const

overridevirtual

Implements PricingEngine.

Definition at line 67 of file pricingengine.hpp.

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reset()

void reset ( )

overridevirtual

Implements PricingEngine.

Definition at line 68 of file pricingengine.hpp.

update()

void update ( )

overridevirtual

This method must be implemented in derived classes. An instance of Observer does not call this method directly: instead, it will be called by the observables the instance registered with when they need to notify any changes.

Implements Observer.

Reimplemented in LatticeShortRateModelEngine< Arguments, Results >, LatticeShortRateModelEngine< CallableBond::arguments, CallableBond::results >, LatticeShortRateModelEngine< CapFloor::arguments, CapFloor::results >, LatticeShortRateModelEngine< Swaption::arguments, Swaption::results >, LatticeShortRateModelEngine< VanillaSwap::arguments, VanillaSwap::results >, AnalyticHestonHullWhiteEngine, COSHestonEngine, FdHestonHullWhiteVanillaEngine, and FdHestonVanillaEngine.

Definition at line 69 of file pricingengine.hpp.

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Member Data Documentation

arguments_

ArgumentsType arguments_

mutableprotected

Definition at line 72 of file pricingengine.hpp.

results_

ResultsType results_

mutableprotected

Definition at line 73 of file pricingengine.hpp.