QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.6
Public Member Functions | List of all members
AnalyticWriterExtensibleOptionEngine Class Reference

Analytic engine for writer-extensible options. More...

#include <ql/experimental/exoticoptions/analyticwriterextensibleoptionengine.hpp>

+ Inheritance diagram for AnalyticWriterExtensibleOptionEngine:

Public Member Functions

 AnalyticWriterExtensibleOptionEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &process)
 
void calculate () const
 
- Public Member Functions inherited from GenericEngine< WriterExtensibleOption::arguments, WriterExtensibleOption::results >
PricingEngine::arguments * getArguments () const
 
const PricingEngine::results * getResults () const
 
void reset ()
 
void update ()
 
- Public Member Functions inherited from Observable
 Observable (const Observable &)
 
Observableoperator= (const Observable &)
 
void notifyObservers ()
 
- Public Member Functions inherited from Observer
 Observer (const Observer &)
 
Observeroperator= (const Observer &)
 
std::pair< std::set< boost::shared_ptr< Observable > >::iterator, bool > registerWith (const boost::shared_ptr< Observable > &)
 
void registerWithObservables (const boost::shared_ptr< Observer > &)
 
Size unregisterWith (const boost::shared_ptr< Observable > &)
 
void unregisterWithAll ()
 

Additional Inherited Members

- Protected Attributes inherited from GenericEngine< WriterExtensibleOption::arguments, WriterExtensibleOption::results >
WriterExtensibleOption::arguments arguments_
 
WriterExtensibleOption::results results_
 

Detailed Description

Analytic engine for writer-extensible options.