Forward performance engine for vanilla options More...
#include <ql/pricingengines/forward/forwardperformanceengine.hpp>
 Inheritance diagram for ForwardPerformanceVanillaEngine< Engine >:
 Inheritance diagram for ForwardPerformanceVanillaEngine< Engine >:| Public Member Functions | |
| ForwardPerformanceVanillaEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &) | |
| void | calculate () const | 
|  Public Member Functions inherited from ForwardVanillaEngine< Engine > | |
| ForwardVanillaEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &) | |
|  Public Member Functions inherited from GenericEngine< ForwardOptionArguments< VanillaOption::arguments >, VanillaOption::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 Member Functions | |
| void | getOriginalResults () const | 
|  Protected Member Functions inherited from ForwardVanillaEngine< Engine > | |
| void | setup () const | 
| void | getOriginalResults () const | 
| Additional Inherited Members | |
|  Public Types inherited from Observer | |
| typedef std::set< boost::shared_ptr< Observable > > | set_type | 
| typedef set_type::iterator | iterator | 
|  Protected Attributes inherited from ForwardVanillaEngine< Engine > | |
| boost::shared_ptr< GeneralizedBlackScholesProcess > | process_ | 
| boost::shared_ptr< Engine > | originalEngine_ | 
| VanillaOption::arguments * | originalArguments_ | 
| const VanillaOption::results * | originalResults_ | 
|  Protected Attributes inherited from GenericEngine< ForwardOptionArguments< VanillaOption::arguments >, VanillaOption::results > | |
| ForwardOptionArguments< VanillaOption::arguments > | arguments_ | 
| VanillaOption::results | results_ | 
Forward performance engine for vanilla options