GenericModelEngine Class Template Reference

#include <ql/PricingEngines/genericmodelengine.hpp>

Inheritance diagram for GenericModelEngine:

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List of all members.

Detailed Description

template<class ModelType, class ArgumentsType, class ResultsType>
class QuantLib::GenericModelEngine< ModelType, ArgumentsType, ResultsType >

Base class for some pricing engine on a particular model.

Derived engines only need to implement the calculate() method


Public Member Functions

 GenericModelEngine (const boost::shared_ptr< ModelType > &model)
void setModel (const boost::shared_ptr< ModelType > &model)
virtual void update ()

Protected Attributes

boost::shared_ptr< ModelType > model_


Member Function Documentation

virtual void update (  )  [virtual]

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, LatticeShortRateModelEngine< QuantLib::VanillaSwap::arguments, QuantLib::VanillaSwap::results >, LatticeShortRateModelEngine< QuantLib::Swaption::arguments, QuantLib::Swaption::results >, and LatticeShortRateModelEngine< QuantLib::CapFloor::arguments, QuantLib::CapFloor::results >.