- QuantLib
- GenericEngine
template base class for option pricing engines More...
#include <ql/pricingengine.hpp>

Public Member Functions | |
| PricingEngine::arguments * | getArguments () const |
| const PricingEngine::results * | getResults () const |
| void | reset () |
| void | update () |
Protected Attributes | |
| ArgumentsType | arguments_ |
| ResultsType | results_ |
template base class for option pricing engines
Derived engines only need to implement the calculate() method.
| 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 AnalyticHestonHullWhiteEngine, FdHestonHullWhiteVanillaEngine, FdHestonVanillaEngine, LatticeShortRateModelEngine< Arguments, Results >, LatticeShortRateModelEngine< CapFloor::arguments, CapFloor::results >, LatticeShortRateModelEngine< VanillaSwap::arguments, VanillaSwap::results >, LatticeShortRateModelEngine< Swaption::arguments, Swaption::results >, and LatticeShortRateModelEngine< CallableBond::arguments, CallableBond::results >.