org.jquantlib.pricingengines

Interface PricingEngine

All Superinterfaces:

Observable

All Known Subinterfaces:

Bond.Engine, OneAssetOption.Engine, VanillaOption.Engine

All Known Implementing Classes:

AnalyticBarrierEngine, AnalyticContinuousGeometricAveragePriceAsianEngine, AnalyticDiscreteGeometricAveragePriceAsianEngine, AnalyticDividendEuropeanEngine, AnalyticEuropeanEngine, BaroneAdesiWhaleyApproximationEngine, BarrierOption.EngineImpl, BinomialConvertibleEngine, BinomialVanillaEngine, BjerksundStenslandApproximationEngine, Bond.EngineImpl, ContinuousAveragingAsianOption.EngineImpl, ConvertibleBondOption.EngineImpl, DiscountingBondEngine, DiscountingSwapEngine, DiscreteAveragingAsianOption.EngineImpl, DividendVanillaOption.EngineImpl, FDAmericanEngine, FDBermudanEngine, FDDividendAmericanEngine, FDDividendEuropeanEngine, FDEngineAdapter, FDEuropeanEngine, FDShoutEngine, GenericEngine, GenericModelEngine, IntegralEngine, JumpDiffusionEngine, JuQuadraticApproximationEngine, OneAssetOption.EngineImpl, Swap.EngineImpl, VanillaOption.EngineImpl

public interface PricingEngine
extends Observable

interface for pricing engines

Nested Class Summary

Nested Classes

Modifier and Type	Interface and Description
static interface	PricingEngine.Arguments
static interface	PricingEngine.Results

Field Summary

Fields

Modifier and Type	Field and Description
static java.lang.String	PRICING_ENGINE_NOT_SET

Method Summary

Modifier and Type	Method and Description
void	calculate()
PricingEngine.Arguments	getArguments()
PricingEngine.Results	getResults()
void	reset()
void	update()

Methods inherited from interface org.jquantlib.util.Observable

addObserver, countObservers, deleteObserver, deleteObservers, getObservers, notifyObservers, notifyObservers

Field Detail

PRICING_ENGINE_NOT_SET

static final java.lang.String PRICING_ENGINE_NOT_SET

See Also:

Constant Field Values

Method Detail

getArguments

PricingEngine.Arguments getArguments()

getResults

PricingEngine.Results getResults()

reset

void reset()

calculate

void calculate()

update

void update()