GenericEngine< ArgumentsType, ResultsType > Class Template Reference

template base class for option pricing engines More...

#include <ql/pricingengine.hpp>

Inheritance diagram for GenericEngine< ArgumentsType, ResultsType >:

List of all members.

Public Member Functions

PricingEngine::arguments * getArguments () const
const PricingEngine::results * getResults () const
void reset ()
void update ()

Protected Attributes

ArgumentsType arguments_
ResultsType results_

Detailed Description

template<class ArgumentsType, class ResultsType>
class QuantLib::GenericEngine< ArgumentsType, ResultsType >

template base class for option pricing engines

Derived engines only need to implement the calculate() method.


Member Function Documentation

void update ( ) [virtual]