Engine for a short-rate model specialized on a lattice. More...
#include <ql/pricingengines/latticeshortratemodelengine.hpp>
 Inheritance diagram for LatticeShortRateModelEngine< Arguments, Results >:
 Inheritance diagram for LatticeShortRateModelEngine< Arguments, Results >:| Public Member Functions | |
| LatticeShortRateModelEngine (const boost::shared_ptr< ShortRateModel > &model, Size timeSteps) | |
| LatticeShortRateModelEngine (const Handle< ShortRateModel > &model, Size timeSteps) | |
| LatticeShortRateModelEngine (const boost::shared_ptr< ShortRateModel > &model, const TimeGrid &timeGrid) | |
| void | update () | 
|  Public Member Functions inherited from GenericModelEngine< ShortRateModel, Arguments, Results > | |
| GenericModelEngine (const Handle< ShortRateModel > &model=Handle< ShortRateModel >()) | |
| GenericModelEngine (const boost::shared_ptr< ShortRateModel > &model) | |
|  Public Member Functions inherited from GenericEngine< Arguments, Results > | |
| PricingEngine::arguments * | getArguments () const | 
| const PricingEngine::results * | getResults () const | 
| void | reset () | 
| void | update () | 
|  Public Member Functions inherited from PricingEngine | |
| virtual void | calculate () const =0 | 
|  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 | |
| TimeGrid | timeGrid_ | 
| Size | timeSteps_ | 
| boost::shared_ptr< Lattice > | lattice_ | 
|  Protected Attributes inherited from GenericModelEngine< ShortRateModel, Arguments, Results > | |
| Handle< ShortRateModel > | model_ | 
|  Protected Attributes inherited from GenericEngine< Arguments, Results > | |
| Arguments | arguments_ | 
| Results | results_ | 
| Additional Inherited Members | |
|  Public Types inherited from Observer | |
| typedef std::set< boost::shared_ptr< Observable > > | set_type | 
| typedef set_type::iterator | iterator | 
Engine for a short-rate model specialized on a lattice.
Derived engines only need to implement the calculate() method 
| 
 | virtual | 
This method must be implemented in derived classes. An instance of Observer does not call this method directly: instead, it will be called by the observables the instance registered with when they need to notify any changes.
Implements Observer.