julian::OptionPV Class Reference
Calculates PV. More...
#include <optionPV.hpp>
Inheritance diagram for julian::OptionPV:
Public Member Functions | |
| std::map< std::string, double > | getRisks (const SmartPointer< MarketModel > &, const SmartPointer< PricingEngine > &, const SmartPointer< Option > &) |
| calculates the PV parameter More... | |
| GreeksIntermediateResults | calculateRisks (const SmartPointer< MarketModel > &model, const SmartPointer< PricingEngine > &prizer, const SmartPointer< Option > &option) |
| calculates the PV parameter More... | |
| OptionPV * | clone () const |
| Virtual copy constructor. More... | |
 Public Member Functions inherited from julian::OptionGreeks | |
| virtual | ~OptionGreeks () |
| Destructor. More... | |
Detailed Description
Calculates PV.
This method calculates PV. It calls the method prize of julian::PricingEngine using model and option as arguments. The result is saved in map. OptionPV is a concrete component in decorator structure. Concrete Component is a class that contains basic behaviour that can be altered by decorators.
Member Function Documentation
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virtual |
calculates the PV parameter
RiskReportResults contains result map with key "PV" and value of PV, and intermediate results
- Returns
- method RiskReportResults with PV
Implements julian::OptionGreeks.
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virtual |
Virtual copy constructor.
Reimplemented from julian::OptionGreeks.
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virtual |
calculates the PV parameter
- Returns
- method returns map with key "PV" and value of PV
Implements julian::OptionGreeks.
The documentation for this class was generated from the following files:
- C:/Unix/home/OEM/jULIAN/src/pricingEngines/optionGreeks/optionPV.hpp
- C:/Unix/home/OEM/jULIAN/src/pricingEngines/optionGreeks/optionPV.cpp
