Quanto engine. More...
#include <ql/pricingengines/quanto/quantoengine.hpp>
 Inheritance diagram for QuantoEngine< Instr, Engine >:
 Inheritance diagram for QuantoEngine< Instr, Engine >:| Public Member Functions | |
| QuantoEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &, const Handle< YieldTermStructure > &foreignRiskFreeRate, const Handle< BlackVolTermStructure > &exchangeRateVolatility, const Handle< Quote > &correlation) | |
| void | calculate () const | 
|  Public Member Functions inherited from GenericEngine< Instr::arguments, QuantoOptionResults< Instr::results > > | |
| PricingEngine::arguments * | getArguments () const | 
| const PricingEngine::results * | getResults () const | 
| void | reset () | 
| void | update () | 
|  Public Member Functions inherited from Observable | |
| Observable (const Observable &) | |
| Observable & | operator= (const Observable &) | 
| void | notifyObservers () | 
|  Public Member Functions inherited from Observer | |
| Observer (const Observer &) | |
| Observer & | operator= (const Observer &) | 
| std::pair< iterator, bool > | registerWith (const boost::shared_ptr< Observable > &) | 
| void | registerWithObservables (const boost::shared_ptr< Observer > &) | 
| Size | unregisterWith (const boost::shared_ptr< Observable > &) | 
| void | unregisterWithAll () | 
| virtual void | deepUpdate () | 
| Protected Attributes | |
| boost::shared_ptr< GeneralizedBlackScholesProcess > | process_ | 
| Handle< YieldTermStructure > | foreignRiskFreeRate_ | 
| Handle< BlackVolTermStructure > | exchangeRateVolatility_ | 
| Handle< Quote > | correlation_ | 
|  Protected Attributes inherited from GenericEngine< Instr::arguments, QuantoOptionResults< Instr::results > > | |
| Instr::arguments | arguments_ | 
| QuantoOptionResults< Instr::results > | results_ | 
| Additional Inherited Members | |
|  Public Types inherited from Observer | |
| typedef std::set< boost::shared_ptr< Observable > > | set_type | 
| typedef set_type::iterator | iterator | 
Quanto engine.