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Reference manual - version ored_version
AsianOptionScriptedEngineBuilder Class Reference
Inheritance diagram for AsianOptionScriptedEngineBuilder:

Public Member Functions

QuantLib::ext::shared_ptr< ore::data::Tradebuild (const Trade *trade, const QuantLib::ext::shared_ptr< EngineFactory > &engineFactory) override
std::string effectiveTradeType () const override
Public Member Functions inherited from DelegatingEngineBuilder
 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 stringmodel () const
 Return the model name.
const stringengine () const
 Return the engine name.
const set< string > & tradeTypes () const
 Return the possible trade types.
const stringconfiguration (const MarketContext &key) const
 Return a configuration (or the default one if key not found).
virtual void reset ()
 reset the builder (e.g. clear cache)
void init (EngineFactory *const engineFactory, 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.
virtual std::string engineParameter (const std::string &p, const std::vector< std::string > &qualifiers={}, const bool mandatory=true, const std::string &defaultValue="") const
virtual std::string modelParameter (const std::string &p, const std::vector< std::string > &qualifiers={}, const bool mandatory=true, const std::string &defaultValue="") const
const std::map< std::string, std::string > globalParameters () const
EngineFactoryengineFactory () const
 return model builders

Additional Inherited Members

Protected Member Functions inherited from EngineBuilder
std::string getParameter (const std::map< std::string, std::string > &m, const std::string &p, const std::vector< std::string > &qs, const bool mandatory, const std::string &defaultValue) const
Protected Attributes inherited from EngineBuilder
string model_
string engine_
set< stringtradeTypes_
EngineFactoryengineFactory_
QuantLib::ext::shared_ptr< Marketmarket_
map< MarketContext, stringconfigurations_
map< string, stringmodelParameters_
map< string, stringengineParameters_
std::map< std::string, std::string > globalParameters_

Member Function Documentation

◆ build()

QuantLib::ext::shared_ptr< ore::data::Trade > build ( const Trade * trade,
const QuantLib::ext::shared_ptr< EngineFactory > & engineFactory )
overridevirtual

◆ effectiveTradeType()

std::string effectiveTradeType ( ) const
overridevirtual