org.jquantlib.pricingengines

Class GenericModelEngine<M extends CalibratedModel,A extends Instrument.Arguments,R extends Instrument.Results>

java.lang.Object

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

org.jquantlib.pricingengines.GenericModelEngine<M,A,R>

All Implemented Interfaces:

PricingEngine, Observable, Observer

public abstract class GenericModelEngine<M extends CalibratedModel,A extends Instrument.Arguments,R extends Instrument.Results>
extends GenericEngine<A,R>

Base class for some pricing engine on a particular model.

Derived engines only need to implement the PricingEngine.calculate() method.

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

Constructor Summary

Constructors

Constructor and Description
GenericModelEngine(A arguments, R results)
GenericModelEngine(M model, A arguments, R results)

Method Summary

Modifier and Type	Method and Description
void	setModel(M model)

Methods inherited from class org.jquantlib.pricingengines.GenericEngine

addObserver, countObservers, deleteObserver, deleteObservers, getArguments, getObservers, getResults, notifyObservers, notifyObservers, reset, update

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

Constructor Detail

GenericModelEngine

public GenericModelEngine(A arguments,
                          R results)

GenericModelEngine

public GenericModelEngine(M model,
                          A arguments,
                          R results)

Method Detail

setModel

public void setModel(M model)