QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.8
List of all members
CliquetOption::engine Class Reference

Cliquet engine base class. More...

#include <ql/instruments/cliquetoption.hpp>

+ Inheritance diagram for CliquetOption::engine:

Additional Inherited Members

- Public Types inherited from Observer
typedef std::set< boost::shared_ptr< Observable > > set_type
 
typedef set_type::iterator iterator
 
- Public Member Functions inherited from GenericEngine< CliquetOption::arguments, CliquetOption::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 boost::shared_ptr< Observable > &)
 
void registerWithObservables (const boost::shared_ptr< Observer > &)
 
Size unregisterWith (const boost::shared_ptr< Observable > &)
 
void unregisterWithAll ()
 
- Protected Attributes inherited from GenericEngine< CliquetOption::arguments, CliquetOption::results >
CliquetOption::arguments arguments_
 
CliquetOption::results results_
 

Detailed Description

Cliquet engine base class.