Forward performance engine for vanilla options More...
#include <ql/pricingengines/forward/forwardperformanceengine.hpp>
Inheritance diagram for ForwardPerformanceVanillaEngine< Engine >:Public Member Functions | |
| ForwardPerformanceVanillaEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &) | |
| void | calculate () const |
Public Member Functions inherited from ForwardVanillaEngine< Engine > | |
| ForwardVanillaEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &) | |
Public Member Functions inherited from GenericEngine< ForwardOptionArguments< VanillaOption::arguments >, VanillaOption::results > | |
| PricingEngine::arguments * | getArguments () const |
| const PricingEngine::results * | getResults () const |
| void | reset () |
| void | update () |
Public Member Functions inherited from Observable | |
| Observable (const Observable &) | |
| Observable & | operator= (const Observable &) |
| void | notifyObservers () |
Public Member Functions inherited from Observer | |
| Observer (const Observer &) | |
| Observer & | operator= (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 () |
Protected Member Functions | |
| void | getOriginalResults () const |
Protected Member Functions inherited from ForwardVanillaEngine< Engine > | |
| void | setup () const |
| void | getOriginalResults () const |
Additional Inherited Members | |
Protected Attributes inherited from ForwardVanillaEngine< Engine > | |
| boost::shared_ptr< GeneralizedBlackScholesProcess > | process_ |
| boost::shared_ptr< Engine > | originalEngine_ |
| VanillaOption::arguments * | originalArguments_ |
| const VanillaOption::results * | originalResults_ |
Protected Attributes inherited from GenericEngine< ForwardOptionArguments< VanillaOption::arguments >, VanillaOption::results > | |
| ForwardOptionArguments< VanillaOption::arguments > | arguments_ |
| VanillaOption::results | results_ |
Forward performance engine for vanilla options