Jamshidian swaption engine. More...
#include <ql/pricingengines/swaption/gaussian1djamshidianswaptionengine.hpp>
 Inheritance diagram for Gaussian1dJamshidianSwaptionEngine:
 Inheritance diagram for Gaussian1dJamshidianSwaptionEngine:| Public Member Functions | |
| Gaussian1dJamshidianSwaptionEngine (const boost::shared_ptr< Gaussian1dModel > &model) | |
| void | calculate () const | 
|  Public Member Functions inherited from GenericModelEngine< Gaussian1dModel, Swaption::arguments, Swaption::results > | |
| GenericModelEngine (const Handle< Gaussian1dModel > &model=Handle< Gaussian1dModel >()) | |
| GenericModelEngine (const boost::shared_ptr< Gaussian1dModel > &model) | |
|  Public Member Functions inherited from GenericEngine< Swaption::arguments, Swaption::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 () | 
| Friends | |
| class | rStarFinder | 
| 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 GenericModelEngine< Gaussian1dModel, Swaption::arguments, Swaption::results > | |
| Handle< Gaussian1dModel > | model_ | 
|  Protected Attributes inherited from GenericEngine< Swaption::arguments, Swaption::results > | |
| Swaption::arguments | arguments_ | 
| Swaption::results | results_ | 
Jamshidian swaption engine.
| Gaussian1dJamshidianSwaptionEngine | ( | const boost::shared_ptr< Gaussian1dModel > & | model | ) |