QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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NonstandardSwaption::engine Class Reference

base class for nonstandard swaption engines More...

#include <ql/instruments/nonstandardswaption.hpp>

Inheritance diagram for NonstandardSwaption::engine:

Additional Inherited Members

Public Types inherited from Observer
typedef set_type::iterator iterator
Public Member Functions inherited from GenericEngine< NonstandardSwaption::arguments, NonstandardSwaption::results >
PricingEngine::arguments * getArguments () const override
const PricingEngine::results * getResults () const override
void reset () override
void update () override
Public Member Functions inherited from PricingEngine
virtual void calculate () const =0
Public Member Functions inherited from Observable
 Observable (const Observable &)
Observableoperator= (const Observable &)
 Observable (Observable &&)=delete
Observableoperator= (Observable &&)=delete
void notifyObservers ()
Public Member Functions inherited from Observer
 Observer (const Observer &)
Observeroperator= (const Observer &)
std::pair< iterator, bool > registerWith (const ext::shared_ptr< Observable > &)
void registerWithObservables (const ext::shared_ptr< Observer > &)
Size unregisterWith (const ext::shared_ptr< Observable > &)
void unregisterWithAll ()
virtual void deepUpdate ()
Protected Attributes inherited from GenericEngine< NonstandardSwaption::arguments, NonstandardSwaption::results >
NonstandardSwaption::arguments arguments_
NonstandardSwaption::results results_

Detailed Description

base class for nonstandard swaption engines