|
| LgmAmcBermudanSwaptionEngineBuilder (const boost::shared_ptr< QuantExt::CrossAssetModel > &cam, const std::vector< Date > &simulationDates) |
|
| BermudanSwaptionEngineBuilder (const string &model, const string &engine) |
|
| CachingEngineBuilder (const string &model, const string &engine, const set< string > &tradeTypes) |
|
boost::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 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 |
|