enginefactory.hpp File Reference

Pricing Engine Factory. More...

#include <ored/configuration/iborfallbackconfig.hpp>
#include <ored/marketdata/market.hpp>
#include <ored/portfolio/enginedata.hpp>
#include <ored/portfolio/legdata.hpp>
#include <ored/scripting/models/modelcg.hpp>
#include <qle/models/modelbuilder.hpp>
#include <ql/pricingengine.hpp>
#include <ql/shared_ptr.hpp>
#include <map>
#include <set>
#include <vector>

Classes
class	EngineBuilder
	Base PricingEngine Builder class for a specific model and engine. More...
class	DelegatingEngineBuilder
	Delegating Engine Builder. More...
class	EngineBuilderFactory
	Engine/ Leg Builder Factory - notice that both engine and leg builders are allowed to maintain a state. More...
class	EngineFactory
	Pricing Engine Factory class. More...
struct	EngineFactory::ParameterOverride
class	LegBuilder

Namespaces
namespace	ore
	Serializable Credit Default Swap.
namespace	ore::data

Enumerations
enum class	MarketContext { irCalibration , fxCalibration , eqCalibration , pricing }

Detailed Description

Pricing Engine Factory.