QuantLib: a free/open-source library for quantitative finance
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Public Member Functions | Protected Attributes | List of all members
IntegralNtdEngine Class Reference

#include <ql/experimental/credit/integralntdengine.hpp>

+ Inheritance diagram for IntegralNtdEngine:
+ Collaboration diagram for IntegralNtdEngine:

Public Member Functions

 IntegralNtdEngine (const Period &integrationStep, Handle< YieldTermStructure > discountCurve)
 
void calculate () const override
 
- Public Member Functions inherited from GenericEngine< NthToDefault::arguments, NthToDefault::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 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< YieldTermStructurediscountCurve_
 
Period integrationStepSize_
 
- Protected Attributes inherited from GenericEngine< NthToDefault::arguments, NthToDefault::results >
NthToDefault::arguments arguments_
 
NthToDefault::results results_
 

Additional Inherited Members

- Public Types inherited from Observer
typedef set_type::iterator iterator
 

Detailed Description

Definition at line 31 of file integralntdengine.hpp.

Constructor & Destructor Documentation

◆ IntegralNtdEngine()

IntegralNtdEngine ( const Period integrationStep,
Handle< YieldTermStructure discountCurve 
)

Definition at line 33 of file integralntdengine.hpp.

Member Function Documentation

◆ calculate()

void calculate ( ) const
overridevirtual

Implements PricingEngine.

Definition at line 28 of file integralntdengine.cpp.

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Member Data Documentation

◆ discountCurve_

Handle<YieldTermStructure> discountCurve_
protected

Definition at line 38 of file integralntdengine.hpp.

◆ integrationStepSize_

Period integrationStepSize_
protected

Definition at line 39 of file integralntdengine.hpp.