#include <ql/pricingengines/vanilla/qdplusamericanengine.hpp>

Inheritance diagram for QdPutCallParityEngine:

Collaboration diagram for QdPutCallParityEngine:

Public Member Functions
	QdPutCallParityEngine (ext::shared_ptr< GeneralizedBlackScholesProcess > process)

void	calculate () const override

Public Member Functions inherited from GenericEngine< OneAssetOption::arguments, OneAssetOption::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 Member Functions
virtual Real	calculatePut (Real S, Real K, Rate r, Rate q, Volatility vol, Time T) const =0

Protected Attributes
const ext::shared_ptr< GeneralizedBlackScholesProcess >	process_

Protected Attributes inherited from GenericEngine< OneAssetOption::arguments, OneAssetOption::results >
OneAssetOption::arguments	arguments_

OneAssetOption::results	results_

Private Member Functions
Real	calculatePutWithEdgeCases (Real S, Real K, Rate r, Rate q, Volatility vol, Time T) const

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

Detailed Description

Definition at line 40 of file qdplusamericanengine.hpp.

Constructor & Destructor Documentation

◆ QdPutCallParityEngine()

QdPutCallParityEngine ( ext::shared_ptr< GeneralizedBlackScholesProcess > process )

explicit

Definition at line 160 of file qdplusamericanengine.cpp.

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Member Function Documentation

◆ calculate()

void calculate ( ) const

overridevirtual

Implements PricingEngine.

Definition at line 166 of file qdplusamericanengine.cpp.

◆ calculatePut()

virtual Real calculatePut	(	Real	S,
		Real	K,
		Rate	r,
		Rate	q,
		Volatility	vol,
		Time	T
	)		const

protectedpure virtual

Implemented in QdFpAmericanEngine, and QdPlusAmericanEngine.

◆ calculatePutWithEdgeCases()

Real calculatePutWithEdgeCases	(	Real	S,
		Real	K,
		Rate	r,
		Rate	q,
		Volatility	vol,
		Time	T
	)		const

private

Definition at line 197 of file qdplusamericanengine.cpp.

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Member Data Documentation

◆ process_

const ext::shared_ptr<GeneralizedBlackScholesProcess> process_

protected

Definition at line 51 of file qdplusamericanengine.hpp.

Public Member Functions

Protected Member Functions

Protected Attributes

Private Member Functions

Additional Inherited Members