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< QuantLib::ext::shared_ptr< EngineBuilder >()> &builder, const bool allowOverwrite=false)
void	addAmcEngineBuilder (const std::function< QuantLib::ext::shared_ptr< EngineBuilder >(const QuantLib::ext::shared_ptr< QuantExt::CrossAssetModel > &cam, const std::vector< Date > &simDates, const std::vector< Date > &stickyCloseOutDates)> &builder, const bool allowOverwrite=false)
void	addAmcCgEngineBuilder (const std::function< QuantLib::ext::shared_ptr< EngineBuilder >(const QuantLib::ext::shared_ptr< ore::data::ModelCG > &model, const std::vector< Date > &simDates)> &builder, const bool allowOverwrite=false)
void	addLegBuilder (const std::function< QuantLib::ext::shared_ptr< LegBuilder >()> &builder, const bool allowOverwrite=false)
std::vector< QuantLib::ext::shared_ptr< EngineBuilder > >	generateEngineBuilders () const
std::vector< QuantLib::ext::shared_ptr< EngineBuilder > >	generateAmcEngineBuilders (const QuantLib::ext::shared_ptr< QuantExt::CrossAssetModel > &cam, const std::vector< Date > &simDates, const std::vector< Date > &stickyCloseOutDates) const
std::vector< QuantLib::ext::shared_ptr< EngineBuilder > >	generateAmcCgEngineBuilders (const QuantLib::ext::shared_ptr< ore::data::ModelCG > &model, const std::vector< Date > &simDates) const
std::vector< QuantLib::ext::shared_ptr< LegBuilder > >	generateLegBuilders () const

Detailed Description

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