A free/open-source library for quantitative finance
Fully annotated sources - version 1.22
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Swaption::engine Class Reference

base class for swaption engines More...

#include <ql/instruments/swaption.hpp>

+ Inheritance diagram for Swaption::engine:
+ Collaboration diagram for Swaption::engine:

Additional Inherited Members

- Public Types inherited from Observer
typedef boost::unordered_set< ext::shared_ptr< Observable > > set_type
typedef set_type::iterator iterator
- Public Member Functions inherited from GenericEngine< Swaption::arguments, Swaption::results >
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 calculate () const =0
- Public Member Functions inherited from Observable
 Observable ()
 Observable (const Observable &)
Observableoperator= (const Observable &)
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 deepUpdate ()
- Protected Attributes inherited from GenericEngine< Swaption::arguments, Swaption::results >
Swaption::arguments arguments_
Swaption::results results_

Detailed Description

base class for swaption engines

Definition at line 136 of file swaption.hpp.