QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
List of all members
VarianceOption::engine Class Reference

base class for variance-option engines More...

#include <ql/experimental/varianceoption/varianceoption.hpp>

+ Inheritance diagram for VarianceOption::engine:

Additional Inherited Members

- Public Types inherited from Observer
typedef boost::unordered_set< ext::shared_ptr< Observable > > set_type
 
typedef set_type::iterator iterator
 
- Public Member Functions inherited from GenericEngine< VarianceOption::arguments, VarianceOption::results >
PricingEngine::arguments * getArguments () const
 
const PricingEngine::results * getResults () const
 
void reset ()
 
void update ()
 
- Public Member Functions inherited from PricingEngine
virtual void calculate () const =0
 
- 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< 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< VarianceOption::arguments, VarianceOption::results >
VarianceOption::arguments arguments_
 
VarianceOption::results results_
 

Detailed Description

base class for variance-option engines