CboMCEngineBuilder Class Reference

Inheritance diagram for CboMCEngineBuilder:

Public Member Functions
	CboMCEngineBuilder ()
	constructor that builds a usual pricing engine
boost::shared_ptr< QuantLib::PricingEngine >	engine (const boost::shared_ptr< QuantLib::Pool > &pool)
Public Member Functions inherited from EngineBuilder
	EngineBuilder (const string &model, const string &engine, const set< string > &tradeTypes)
virtual	~EngineBuilder ()
	Virtual destructor.
const string &	model () const
	Return the model name.
const string &	engine () const
	Return the engine name.
const set< string > &	tradeTypes () const
	Return the possible trade types.
const string &	configuration (const MarketContext &key)
	Return a configuration (or the default one if key not found)
virtual void	reset ()
	reset the builder (e.g. clear cache)
void	init (const boost::shared_ptr< Market > market, const map< MarketContext, string > &configurations, const map< string, string > &modelParameters, const map< string, string > &engineParameters, const std::map< std::string, std::string > &globalParameters={})
	Initialise this Builder with the market and parameters to use. More...
const set< std::pair< string, boost::shared_ptr< QuantExt::ModelBuilder > > > &	modelBuilders () const
	return model builders
std::string	engineParameter (const std::string &p, const std::vector< std::string > &qualifiers={}, const bool mandatory=true, const std::string &defaultValue="") const
std::string	modelParameter (const std::string &p, const std::vector< std::string > &qualifiers={}, const bool mandatory=true, const std::string &defaultValue="") const

Additional Inherited Members
Protected Attributes inherited from EngineBuilder
string	model_
string	engine_
set< string >	tradeTypes_
boost::shared_ptr< Market >	market_
map< MarketContext, string >	configurations_
map< string, string >	modelParameters_
map< string, string >	engineParameters_
std::map< std::string, std::string >	globalParameters_
set< std::pair< string, boost::shared_ptr< QuantExt::ModelBuilder > > >	modelBuilders_