/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ /* Copyright (C) 2002, 2003 Ferdinando Ametrano Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl Copyright (C) 2007 StatPro Italia srl This file is part of QuantLib, a free-software/open-source library for financial quantitative analysts and developers - http://quantlib.org/ QuantLib is free software: you can redistribute it and/or modify it under the terms of the QuantLib license. You should have received a copy of the license along with this program; if not, please email . The license is also available online at . This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the license for more details. */ /*! \file pricingengine.hpp \brief Base class for pricing engines */ #ifndef quantlib_pricing_engine_hpp #define quantlib_pricing_engine_hpp #include namespace QuantLib { //! interface for pricing engines class PricingEngine : public Observable { public: class arguments; class results; virtual ~PricingEngine() {} virtual arguments* getArguments() const = 0; virtual const results* getResults() const = 0; virtual void reset() = 0; virtual void calculate() const = 0; }; class PricingEngine::arguments { public: virtual ~arguments() {} virtual void validate() const = 0; }; class PricingEngine::results { public: virtual ~results() {} virtual void reset() = 0; }; //! template base class for option pricing engines /*! Derived engines only need to implement the calculate() method. */ template class GenericEngine : public PricingEngine { public: PricingEngine::arguments* getArguments() const { return &arguments_; } const PricingEngine::results* getResults() const { return &results_; } void reset() { results_.reset(); } protected: mutable ArgumentsType arguments_; mutable ResultsType results_; }; } #endif