- QuantLib
- GenericModelEngine
 
Base class for some pricing engine on a particular model. More...
#include <ql/pricingengines/genericmodelengine.hpp>

| Public Member Functions | |
| GenericModelEngine (const Handle< ModelType > &model=Handle< ModelType >()) | |
| GenericModelEngine (const boost::shared_ptr< ModelType > &model) | |
| Protected Attributes | |
| Handle< ModelType > | model_ | 
Base class for some pricing engine on a particular model.
Derived engines only need to implement the calculate() method