- QuantLib
- GenericModelEngine
Base class for some pricing engine on a particular model. More...
#include <ql/pricingengines/genericmodelengine.hpp>
Public Member Functions | |
GenericModelEngine (const Handle< ModelType > &model=Handle< ModelType >()) | |
GenericModelEngine (const boost::shared_ptr< ModelType > &model) | |
Protected Attributes | |
Handle< ModelType > | model_ |
Base class for some pricing engine on a particular model.
Derived engines only need to implement the calculate()
method