julian::PricingEngine Class Reference

Interface for all pricing engines. More...

#include <pricingEngine.hpp>

Inheritance diagram for julian::PricingEngine:

Public Member Functions
virtual double	prize (const SmartPointer< MarketModel > &, const SmartPointer< Option > &) const =0
	prizes option using market model More...
virtual PricingEngine *	clone () const =0
	virtual copy constructor More...
virtual	~PricingEngine ()
	destructor More...

Detailed Description

Interface for all pricing engines.

Constructor & Destructor Documentation

virtual julian::PricingEngine::~PricingEngine ( )

inlinevirtual

destructor

Member Function Documentation

virtual PricingEngine* julian::PricingEngine::clone ( ) const

pure virtual

virtual copy constructor

Implemented in julian::DeeplyCopyablePricingEngine< T >, and julian::DeeplyCopyablePricingEngine< AnalyticalPricingEngine >.

virtual double julian::PricingEngine::prize ( const SmartPointer< MarketModel > &  , const SmartPointer< Option > &    ) const

pure virtual

prizes option using market model

Implemented in julian::AnalyticalPricingEngine.

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The documentation for this class was generated from the following file:

• C:/Unix/home/OEM/jULIAN/src/pricingEngines/pricingEngine.hpp