Barrier-option engine base class More...
#include <ql/instruments/barrieroption.hpp>
Inheritance diagram for BarrierOption::engine:
Collaboration diagram for BarrierOption::engine:
Protected Member Functions | |
| bool | triggered (Real underlying) const |
Additional Inherited Members | |
| Public Types inherited from Observer | |
| typedef set_type::iterator | iterator |
| Public Member Functions inherited from GenericEngine< BarrierOption::arguments, BarrierOption::results > | |
| 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 inherited from GenericEngine< BarrierOption::arguments, BarrierOption::results > | |
| BarrierOption::arguments | arguments_ |
| BarrierOption::results | results_ |
Detailed Description
Barrier-option engine base class
Definition at line 92 of file barrieroption.hpp.
