Reference manual - version ored_version
Delegating Engine Builder. More...
#include <ored/portfolio/enginefactory.hpp>
Inheritance diagram for DelegatingEngineBuilder:Public Member Functions | |
| virtual QuantLib::ext::shared_ptr< ore::data::Trade > | build (const ore::data::Trade *, const QuantLib::ext::shared_ptr< EngineFactory > &engineFactory)=0 |
| virtual std::string | effectiveTradeType () const =0 |
| EngineBuilder (const string &model, const string &engine, const set< string > &tradeTypes) | |
| 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 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 |
Additional Inherited Members | |
| Protected Attributes inherited from EngineBuilder | |
| 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_ |
Delegating Engine Builder.
Constructor that takes a model and engine name
| model | the model name |
| engine | the engine name |
| tradeTypes | a set of trade types |
