QuantLib_GenericModelEngine (3) - Linux Manuals

QuantLib_GenericModelEngine: Base class for some pricing engine on a particular model.

NAME

QuantLib::GenericModelEngine - Base class for some pricing engine on a particular model.

SYNOPSIS

#include <ql/pricingengines/genericmodelengine.hpp>

Inherits GenericEngine< ArgumentsType, ResultsType >.

Public Member Functions

GenericModelEngine (const boost::shared_ptr< ModelType > &model)

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

Protected Attributes

boost::shared_ptr< ModelType > model_

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

Author

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