1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2002, 2003 Ferdinando Ametrano
5 Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
6 Copyright (C) 2007 StatPro Italia srl
7
8 This file is part of QuantLib, a free-software/open-source library
9 for financial quantitative analysts and developers - http://quantlib.org/
10
11 QuantLib is free software: you can redistribute it and/or modify it
12 under the terms of the QuantLib license. You should have received a
13 copy of the license along with this program; if not, please email
14 <quantlib-dev@lists.sf.net>. The license is also available online at
15 <http://quantlib.org/license.shtml>.
16
17 This program is distributed in the hope that it will be useful, but WITHOUT
18 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
19 FOR A PARTICULAR PURPOSE. See the license for more details.
20*/
21
22/*! \file pricingengine.hpp
23 \brief Base class for pricing engines
24*/
25
26#ifndef quantlib_pricing_engine_hpp
27#define quantlib_pricing_engine_hpp
28
29#include <ql/patterns/observable.hpp>
30
31namespace QuantLib {
32
33 //! interface for pricing engines
34 class PricingEngine : public Observable {
35 public:
36 class arguments;
37 class results;
38 ~PricingEngine() override = default;
39 virtual arguments* getArguments() const = 0;
40 virtual const results* getResults() const = 0;
41 virtual void reset() = 0;
42 virtual void calculate() const = 0;
43 };
44
45 class PricingEngine::arguments {
46 public:
47 virtual ~arguments() = default;
48 virtual void validate() const = 0;
49 };
50
51 class PricingEngine::results {
52 public:
53 virtual ~results() = default;
54 virtual void reset() = 0;
55 };
56
57
58 //! template base class for option pricing engines
59 /*! Derived engines only need to implement
60 the <tt>calculate()</tt> method.
61 */
62 template<class ArgumentsType, class ResultsType>
63 class GenericEngine : public PricingEngine,
64 public Observer {
65 public:
66 PricingEngine::arguments* getArguments() const override { return &arguments_; }
67 const PricingEngine::results* getResults() const override { return &results_; }
68 void reset() override { results_.reset(); }
69 void update() override { notifyObservers(); }
70
71 protected:
72 mutable ArgumentsType arguments_;
73 mutable ResultsType results_;
74 };
75
76}
77
78
79#endif
80

source code of quantlib/ql/pricingengine.hpp