org.jquantlib.pricingengines

Class GenericEngine<A extends Instrument.Arguments,R extends Instrument.Results>

java.lang.Object

org.jquantlib.pricingengines.GenericEngine<A,R>

Type Parameters:

A - is an parameterized Arguments object

R - is an parameterized Results object

All Implemented Interfaces:

PricingEngine, Observable, Observer

Direct Known Subclasses:

BarrierOption.EngineImpl, Bond.EngineImpl, ContinuousAveragingAsianOption.EngineImpl, ConvertibleBondOption.EngineImpl, DiscreteAveragingAsianOption.EngineImpl, GenericModelEngine, OneAssetOption.EngineImpl, Swap.EngineImpl

public abstract class GenericEngine<A extends Instrument.Arguments,R extends Instrument.Results>
extends java.lang.Object
implements PricingEngine, Observer

This is a generic definition of a PriceEngine which takes its arguments from an Arguments structure and returns its results in a Results structure.

Nested Class Summary

Nested classes/interfaces inherited from interface org.jquantlib.pricingengines.PricingEngine

PricingEngine.Arguments, PricingEngine.Results

Field Summary

Fields inherited from interface org.jquantlib.pricingengines.PricingEngine

PRICING_ENGINE_NOT_SET

Method Summary

Modifier and Type	Method and Description
void	addObserver(Observer observer) Attaches a observer to the Observable.
int	countObservers() Counts how many Observers were attached to this class.
void	deleteObserver(Observer observer) Detaches a previously attached observer to the observable.
void	deleteObservers() Detaches all previously attached observer to the observable.
A	getArguments()
java.util.List<Observer>	getObservers() Returns list of observers registered with the Observable.
R	getResults()
void	notifyObservers() Notifies all attached observers about changes in the observable.
void	notifyObservers(java.lang.Object arg) Notifies all attached observers about changes in the observable.
void	reset()
void	update() This method is called whenever the observed object is changed.

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface org.jquantlib.pricingengines.PricingEngine

calculate

Method Detail

getArguments

public final A getArguments()

Specified by:

getArguments in interface PricingEngine

getResults

public final R getResults()

Specified by:

getResults in interface PricingEngine

reset

public void reset()

Specified by:

reset in interface PricingEngine

update

public void update()

Description copied from interface: Observer

This method is called whenever the observed object is changed.

Specified by:

update in interface PricingEngine

Specified by:

update in interface Observer

addObserver

public final void addObserver(Observer observer)

Description copied from interface: Observable

Attaches a observer to the Observable. After attachment the observer gets informed about changes in the Observable.

Specified by:

addObserver in interface Observable

Parameters:

observer - The observer to attach to the observable

countObservers

public final int countObservers()

Description copied from interface: Observable

Counts how many Observers were attached to this class.

Specified by:

countObservers in interface Observable

Returns:

the number of Observers

See Also:

Observer

deleteObserver

public final void deleteObserver(Observer observer)

Description copied from interface: Observable

Detaches a previously attached observer to the observable. After detachment the observer does no longer receive change notifications from the observable.

Specified by:

deleteObserver in interface Observable

Parameters:

observer - The observer to detach from the observable

notifyObservers

public final void notifyObservers()

Description copied from interface: Observable

Notifies all attached observers about changes in the observable.

Specified by:

notifyObservers in interface Observable

notifyObservers

public final void notifyObservers(java.lang.Object arg)

Description copied from interface: Observable

Notifies all attached observers about changes in the observable.

Specified by:

notifyObservers in interface Observable

Parameters:

arg - an arbitrary Object to be passed to the Observer

deleteObservers

public final void deleteObservers()

Description copied from interface: Observable

Detaches all previously attached observer to the observable. After detachment observers do not longer receive change notifications from the observable.

Specified by:

deleteObservers in interface Observable

getObservers

public final java.util.List<Observer> getObservers()

Description copied from interface: Observable

Returns list of observers registered with the Observable. List returned is unmodifiable list.

Specified by:

getObservers in interface Observable

Returns:

list of observers