| 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) 2009 StatPro Italia srl |
|---|
| 6 | |
|---|
| 7 | This file is part of QuantLib, a free-software/open-source library |
|---|
| 8 | for financial quantitative analysts and developers - http://quantlib.org/ |
|---|
| 9 | |
|---|
| 10 | QuantLib is free software: you can redistribute it and/or modify it |
|---|
| 11 | under the terms of the QuantLib license. You should have received a |
|---|
| 12 | copy of the license along with this program; if not, please email |
|---|
| 13 | <quantlib-dev@lists.sf.net>. The license is also available online at |
|---|
| 14 | <http://quantlib.org/license.shtml>. |
|---|
| 15 | |
|---|
| 16 | This program is distributed in the hope that it will be useful, but WITHOUT |
|---|
| 17 | ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS |
|---|
| 18 | FOR A PARTICULAR PURPOSE. See the license for more details. |
|---|
| 19 | */ |
|---|
| 20 | |
|---|
| 21 | /*! \file genericmodelengine.hpp |
|---|
| 22 | \brief Generic option engine based on a model |
|---|
| 23 | */ |
|---|
| 24 | |
|---|
| 25 | #ifndef quantlib_generic_model_engine_hpp |
|---|
| 26 | #define quantlib_generic_model_engine_hpp |
|---|
| 27 | |
|---|
| 28 | #include <ql/handle.hpp> |
|---|
| 29 | #include <ql/pricingengine.hpp> |
|---|
| 30 | #include <utility> |
|---|
| 31 | |
|---|
| 32 | namespace QuantLib { |
|---|
| 33 | |
|---|
| 34 | //! Base class for some pricing engine on a particular model |
|---|
| 35 | /*! Derived engines only need to implement the <tt>calculate()</tt> |
|---|
| 36 | method |
|---|
| 37 | */ |
|---|
| 38 | template<class ModelType, class ArgumentsType, class ResultsType> |
|---|
| 39 | class GenericModelEngine |
|---|
| 40 | : public GenericEngine<ArgumentsType, ResultsType> { |
|---|
| 41 | public: |
|---|
| 42 | explicit GenericModelEngine(Handle<ModelType> model = Handle<ModelType>()) |
|---|
| 43 | : model_(std::move(model)) { |
|---|
| 44 | this->registerWith(model_); |
|---|
| 45 | } |
|---|
| 46 | explicit GenericModelEngine(const ext::shared_ptr<ModelType>& model) |
|---|
| 47 | : model_(model) { |
|---|
| 48 | this->registerWith(model_); |
|---|
| 49 | } |
|---|
| 50 | protected: |
|---|
| 51 | Handle<ModelType> model_; |
|---|
| 52 | }; |
|---|
| 53 | |
|---|
| 54 | } |
|---|
| 55 | |
|---|
| 56 | |
|---|
| 57 | #endif |
|---|
| 58 | |
|---|
| 59 | |
|---|
