Forward performance engine for vanilla options More...
#include <ql/pricingengines/forward/forwardperformanceengine.hpp>
Public Member Functions | |
ForwardPerformanceVanillaEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &) | |
void | calculate () const |
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ForwardVanillaEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &) | |
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PricingEngine::arguments * | getArguments () const |
const PricingEngine::results * | getResults () const |
void | reset () |
void | update () |
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Observable (const Observable &) | |
Observable & | operator= (const Observable &) |
void | notifyObservers () |
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Observer (const Observer &) | |
Observer & | operator= (const Observer &) |
std::pair< std::set< boost::shared_ptr< Observable > >::iterator, bool > | registerWith (const boost::shared_ptr< Observable > &) |
void | registerWithObservables (const boost::shared_ptr< Observer > &) |
Size | unregisterWith (const boost::shared_ptr< Observable > &) |
void | unregisterWithAll () |
Protected Member Functions | |
void | getOriginalResults () const |
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void | setup () const |
void | getOriginalResults () const |
Additional Inherited Members | |
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boost::shared_ptr< GeneralizedBlackScholesProcess > | process_ |
boost::shared_ptr< Engine > | originalEngine_ |
VanillaOption::arguments * | originalArguments_ |
const VanillaOption::results * | originalResults_ |
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ForwardOptionArguments< VanillaOption::arguments > | arguments_ |
VanillaOption::results | results_ |
Forward performance engine for vanilla options