/*
Copyright (C) 2009 Richard Gomes
This source code is release under the BSD License.
This file is part of JQuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://jquantlib.org/
JQuantLib is free software: you can redistribute it and/or modify it
under the terms of the JQuantLib license. You should have received a
copy of the license along with this program; if not, please email
. The license is also available online at
.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
JQuantLib is based on QuantLib. http://quantlib.org/
When applicable, the original copyright notice follows this notice.
*/
/*
Copyright (C) 2002, 2003 Ferdinando Ametrano
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license. You should have received a
copy of the license along with this program; if not, please email
. The license is also available online at
.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
package org.jquantlib.pricingengines;
import org.jquantlib.instruments.Instrument;
import org.jquantlib.model.CalibratedModel;
/**
* Base class for some pricing engine on a particular model.
*
* Derived engines only need to implement the {@link calculate()} method.
*
* @author Richard Gomes
*/
public abstract class GenericModelEngine
extends GenericEngine {
//
// protected fields
//
protected M model;
//
// public methods
//
public GenericModelEngine(final A arguments, final R results) {
super(arguments, results);
}
public GenericModelEngine(final M model, final A arguments, final R results) {
super(arguments, results);
this.model = model;
this.model.addObserver(this);
}
public void setModel(final M model) {
if (this.model!=null)
this.model.deleteObserver(this);
this.model = model;
if (this.model!=null)
this.model.addObserver(this);
update();
}
}
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