QuantLib_PricingEngine (3) - Linux Manuals

QuantLib_PricingEngine: interface for pricing engines

NAME

QuantLib::PricingEngine - interface for pricing engines

SYNOPSIS

#include <ql/pricingengine.hpp>

Inherits QuantLib::Observable.

Inherited by GenericEngine< Arguments, Results >, GenericEngine< ArgumentsType, ResultsType >, GenericEngine< BarrierOption::arguments, BarrierOption::results >, GenericEngine< BasketOption::arguments, BasketOption::results >, GenericEngine< Bond::arguments, Bond::results >, GenericEngine< CallableBond::arguments, CallableBond::results >, GenericEngine< CapFloor::arguments, CapFloor::results >, GenericEngine< CliquetOption::arguments, CliquetOption::results >, GenericEngine< ContinuousAveragingAsianOption::arguments, ContinuousAveragingAsianOption::results >, GenericEngine< ContinuousFixedLookbackOption::arguments, ContinuousFixedLookbackOption::results >, GenericEngine< ContinuousFloatingLookbackOption::arguments, ContinuousFloatingLookbackOption::results >, GenericEngine< ConvertibleBond::option::arguments, ConvertibleBond::option::results >, GenericEngine< CreditDefaultSwap::arguments, CreditDefaultSwap::results >, GenericEngine< DiscreteAveragingAsianOption::arguments, DiscreteAveragingAsianOption::results >, GenericEngine< DividendBarrierOption::arguments, DividendBarrierOption::results >, GenericEngine< DividendVanillaOption::arguments, DividendVanillaOption::results >, GenericEngine< EnergyCommodity::arguments, EnergyCommodity::results >, GenericEngine< EverestOption::arguments, EverestOption::results >, GenericEngine< ForwardOptionArguments< VanillaOption::arguments >, VanillaOption::results >, GenericEngine< HimalayaOption::arguments, HimalayaOption::results >, GenericEngine< Instr::arguments, QuantoOptionResults< Instr::results > >, GenericEngine< MultiAssetOption::arguments, MultiAssetOption::results >, GenericEngine< OneAssetOption::arguments, OneAssetOption::results >, GenericEngine< PagodaOption::arguments, PagodaOption::results >, GenericEngine< PathMultiAssetOption::arguments, PathMultiAssetOption::results >, GenericEngine< Swap::arguments, Swap::results >, GenericEngine< Swaption::arguments, Swaption::results >, GenericEngine< SyntheticCDO::arguments, SyntheticCDO::results >, GenericEngine< VanillaOption::arguments, VanillaOption::results >, GenericEngine< VanillaSwap::arguments, VanillaSwap::results >, GenericEngine< VarianceOption::arguments, VarianceOption::results >, GenericEngine< VarianceSwap::arguments, VarianceSwap::results >, and GenericEngine< ArgumentsType, ResultsType >.

Public Member Functions

virtual arguments * getArguments () const =0

virtual const results * getResults () const =0

virtual void reset ()=0

virtual void calculate () const =0

Detailed Description

interface for pricing engines

Author

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