Jamshidian swaption engine. More...
#include <ql/experimental/models/gaussian1djamshidianswaptionengine.hpp>
Public Member Functions | |
Gaussian1dJamshidianSwaptionEngine (const boost::shared_ptr< Gaussian1dModel > &model) | |
void | calculate () const |
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GenericModelEngine (const Handle< Gaussian1dModel > &model=Handle< Gaussian1dModel >()) | |
GenericModelEngine (const boost::shared_ptr< Gaussian1dModel > &model) | |
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PricingEngine::arguments * | getArguments () const |
const PricingEngine::results * | getResults () const |
void | reset () |
void | update () |
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Observable (const Observable &) | |
Observable & | operator= (const Observable &) |
void | notifyObservers () |
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Observer (const Observer &) | |
Observer & | operator= (const Observer &) |
std::pair< std::set < boost::shared_ptr < Observable > >::iterator, bool > | registerWith (const boost::shared_ptr< Observable > &) |
Size | unregisterWith (const boost::shared_ptr< Observable > &) |
void | unregisterWithAll () |
Friends | |
class | rStarFinder |
Additional Inherited Members | |
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Handle< Gaussian1dModel > | model_ |
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Swaption::arguments | arguments_ |
Swaption::results | results_ |
Jamshidian swaption engine.
Gaussian1dJamshidianSwaptionEngine | ( | const boost::shared_ptr< Gaussian1dModel > & | model | ) |