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Reference manual - version ored_version
Public Member Functions | List of all members
EngineBuilderFactory Class Reference

Engine/ Leg Builder Factory - notice that both engine and leg builders are allowed to maintain a state. More...

#include <ored/portfolio/enginefactory.hpp>

+ Inheritance diagram for EngineBuilderFactory:

Public Member Functions

void addEngineBuilder (const std::function< boost::shared_ptr< EngineBuilder >()> &builder, const bool allowOverwrite=false)
 
void addAmcEngineBuilder (const std::function< boost::shared_ptr< EngineBuilder >(const boost::shared_ptr< QuantExt::CrossAssetModel > &cam, const std::vector< Date > &grid)> &builder, const bool allowOverwrite=false)
 
void addLegBuilder (const std::function< boost::shared_ptr< LegBuilder >()> &builder, const bool allowOverwrite=false)
 
std::vector< boost::shared_ptr< EngineBuilder > > generateEngineBuilders () const
 
std::vector< boost::shared_ptr< EngineBuilder > > generateAmcEngineBuilders (const boost::shared_ptr< QuantExt::CrossAssetModel > &cam, const std::vector< Date > &grid) const
 
std::vector< boost::shared_ptr< LegBuilder > > generateLegBuilders () const
 

Detailed Description

Engine/ Leg Builder Factory - notice that both engine and leg builders are allowed to maintain a state.