|
|
| ConvertibleBondEngineBuilder (const std::string &model, const std::string &engine) |
| |
|
std::string | keyImpl (const std::string &id, const std::string &ccy, const std::string &creditCurveId, const bool hasCreditRisk, const std::string &securityId, const std::string &referenceCurveId, const bool isExchangeable, QuantLib::ext::shared_ptr< QuantExt::EquityIndex2 > equity, const QuantLib::ext::shared_ptr< QuantExt::FxIndex > &fx, const std::string &equityCreditCurveId, const QuantLib::Date &startDate, const QuantLib::Date &maturityDate) override |
| |
|
virtual T | keyImpl (Args...)=0 |
| |
|
virtual QuantLib::ext::shared_ptr< U > | engineImpl (Args...)=0 |
| |
|
| | CachingEngineBuilder (const string &model, const string &engine, const set< string > &tradeTypes) |
| |
|
QuantLib::ext::shared_ptr< U > | engine (Args... params) |
| | Return a PricingEngine or a FloatingRateCouponPricer.
|
| |
|
void | reset () override |
| | reset the builder (e.g. clear cache)
|
| |
| | 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)
|
| |
| void | init (const QuantLib::ext::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, QuantLib::ext::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 |
| |
|
map< T, QuantLib::ext::shared_ptr< U > > | engines_ |
| |
|
string | model_ |
| |
|
string | engine_ |
| |
|
set< string > | tradeTypes_ |
| |
|
QuantLib::ext::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, QuantLib::ext::shared_ptr< QuantExt::ModelBuilder > > > | modelBuilders_ |
| |