GenericModelEngine< ModelType, ArgumentsType, ResultsType > Class Template Reference

Base class for some pricing engine on a particular model. More...

#include <ql/pricingengines/genericmodelengine.hpp>

Inheritance diagram for GenericModelEngine< ModelType, ArgumentsType, ResultsType >:

List of all members.

Public Member Functions

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

Protected Attributes

Handle< 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