QuantLibAddin::PricingEngine Class Reference

#include <qlo/pricingengines.hpp>

Inheritance diagram for QuantLibAddin::PricingEngine:

Collaboration diagram for QuantLibAddin::PricingEngine:

Public Member Functions
	PricingEngine (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const std::string &engineID, const boost::shared_ptr< QuantLib::GeneralizedBlackScholesProcess > &process, bool permanent)
	PricingEngine (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const std::string &engineID, const boost::shared_ptr< QuantLib::GeneralizedBlackScholesProcess > &process, const long &timeSteps, bool permanent)

Protected Member Functions
	OH_LIB_CTOR (PricingEngine, QuantLib::PricingEngine)

Constructor & Destructor Documentation

PricingEngine() [1/2]

QuantLibAddin::PricingEngine::PricingEngine	(	const boost::shared_ptr< ObjectHandler::ValueObject > &	properties,
		const std::string &	engineID,
		const boost::shared_ptr< QuantLib::GeneralizedBlackScholesProcess > &	process,
		bool	permanent
	)

PricingEngine() [2/2]

QuantLibAddin::PricingEngine::PricingEngine	(	const boost::shared_ptr< ObjectHandler::ValueObject > &	properties,
		const std::string &	engineID,
		const boost::shared_ptr< QuantLib::GeneralizedBlackScholesProcess > &	process,
		const long &	timeSteps,
		bool	permanent
	)

Member Function Documentation

OH_LIB_CTOR()

QuantLibAddin::PricingEngine::OH_LIB_CTOR ( PricingEngine  , QuantLib::PricingEngine    )

protected

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

• pricingengines.hpp