Expand description
Base for pricing engines.
Port of ql/pricingengine.hpp. PricingEngine is the type-erased
protocol an Instrument drives:
fill the Arguments, validate, calculate, read the Results.
The C++ dynamic_casts between the abstract bundles and the concrete
types an engine carries become Any downcasts through the traits’
Any supertrait.
GenericEngine is the C++ template base of the same name: the typed
argument/result storage plus the observable plumbing every concrete
engine embeds.
Structs§
- Generic
Engine - Typed storage and observable plumbing shared by concrete engines.
Traits§
- Arguments
- Input bundle of a pricing engine (the C++
PricingEngine::arguments). - Pricing
Engine - Interface for pricing engines.
- Results
- Output bundle of a pricing engine (the C++
PricingEngine::results).