/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ /* Copyright (C) 2002, 2003 Ferdinando Ametrano 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 genericmodelengine.hpp \brief Generic option engine based on a model */ #ifndef quantlib_generic_model_engine_h #define quantlib_generic_model_engine_h #include namespace QuantLib { //! Base class for some pricing engine on a particular model /*! Derived engines only need to implement the calculate() method */ template class GenericModelEngine : public GenericEngine, public Observer { public: GenericModelEngine() {} GenericModelEngine(const boost::shared_ptr& model) : model_(model) { registerWith(model_); } void setModel(const boost::shared_ptr& model) { unregisterWith(model_); model_ = model; QL_REQUIRE(!model_.isNull(), "no adequate model given"); registerWith(model_); update(); } virtual void update() { this->notifyObservers(); } protected: boost::shared_ptr model_; }; } #endif