- 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 >.