Coverage Report

Created: 2026-01-25 06:59

next uncovered line (L), next uncovered region (R), next uncovered branch (B)
/src/quantlib/ql/pricingengines/genericmodelengine.hpp
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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
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/*
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 Copyright (C) 2002, 2003 Ferdinando Ametrano
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 Copyright (C) 2009 StatPro Italia srl
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 This file is part of QuantLib, a free-software/open-source library
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 for financial quantitative analysts and developers - http://quantlib.org/
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 QuantLib is free software: you can redistribute it and/or modify it
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 under the terms of the QuantLib license.  You should have received a
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 copy of the license along with this program; if not, please email
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 <quantlib-dev@lists.sf.net>. The license is also available online at
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 <https://www.quantlib.org/license.shtml>.
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 This program is distributed in the hope that it will be useful, but WITHOUT
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 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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 FOR A PARTICULAR PURPOSE.  See the license for more details.
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*/
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/*! \file genericmodelengine.hpp
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    \brief Generic option engine based on a model
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*/
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#ifndef quantlib_generic_model_engine_hpp
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#define quantlib_generic_model_engine_hpp
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#include <ql/handle.hpp>
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#include <ql/pricingengine.hpp>
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#include <utility>
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namespace QuantLib {
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    //! Base class for some pricing engine on a particular model
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    /*! Derived engines only need to implement the <tt>calculate()</tt>
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        method
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    */
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    template<class ModelType, class ArgumentsType, class ResultsType>
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    class GenericModelEngine
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        : public GenericEngine<ArgumentsType, ResultsType> {
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      public:
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        explicit GenericModelEngine(Handle<ModelType> model = Handle<ModelType>())
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        : model_(std::move(model)) {
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            this->registerWith(model_);
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        }
Unexecuted instantiation: QuantLib::GenericModelEngine<QuantLib::ShortRateModel, QuantLib::Swaption::arguments, QuantLib::Instrument::results>::GenericModelEngine(QuantLib::Handle<QuantLib::ShortRateModel>)
Unexecuted instantiation: QuantLib::GenericModelEngine<QuantLib::HestonModel, QuantLib::Option::arguments, QuantLib::OneAssetOption::results>::GenericModelEngine(QuantLib::Handle<QuantLib::HestonModel>)
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        explicit GenericModelEngine(const ext::shared_ptr<ModelType>& model)
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        : model_(model) {
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            this->registerWith(model_);
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        }
Unexecuted instantiation: QuantLib::GenericModelEngine<QuantLib::ShortRateModel, QuantLib::CallableBond::arguments, QuantLib::CallableBond::results>::GenericModelEngine(boost::shared_ptr<QuantLib::ShortRateModel> const&)
Unexecuted instantiation: QuantLib::GenericModelEngine<QuantLib::LiborForwardModel, QuantLib::Swaption::arguments, QuantLib::Instrument::results>::GenericModelEngine(boost::shared_ptr<QuantLib::LiborForwardModel> const&)
Unexecuted instantiation: QuantLib::GenericModelEngine<QuantLib::HestonModel, QuantLib::BarrierOption::arguments, QuantLib::OneAssetOption::results>::GenericModelEngine(boost::shared_ptr<QuantLib::HestonModel> const&)
Unexecuted instantiation: QuantLib::GenericModelEngine<QuantLib::HestonModel, QuantLib::DoubleBarrierOption::arguments, QuantLib::OneAssetOption::results>::GenericModelEngine(boost::shared_ptr<QuantLib::HestonModel> const&)
Unexecuted instantiation: QuantLib::GenericModelEngine<QuantLib::AffineModel, QuantLib::CapFloor::arguments, QuantLib::Instrument::results>::GenericModelEngine(boost::shared_ptr<QuantLib::AffineModel> const&)
Unexecuted instantiation: QuantLib::GenericModelEngine<QuantLib::ShortRateModel, QuantLib::CapFloor::arguments, QuantLib::Instrument::results>::GenericModelEngine(boost::shared_ptr<QuantLib::ShortRateModel> const&)
Unexecuted instantiation: QuantLib::GenericModelEngine<QuantLib::ShortRateModel, QuantLib::FixedVsFloatingSwap::arguments, QuantLib::FixedVsFloatingSwap::results>::GenericModelEngine(boost::shared_ptr<QuantLib::ShortRateModel> const&)
Unexecuted instantiation: QuantLib::GenericModelEngine<QuantLib::G2, QuantLib::Swaption::arguments, QuantLib::Instrument::results>::GenericModelEngine(boost::shared_ptr<QuantLib::G2> const&)
Unexecuted instantiation: QuantLib::GenericModelEngine<QuantLib::HullWhite, QuantLib::Swaption::arguments, QuantLib::Instrument::results>::GenericModelEngine(boost::shared_ptr<QuantLib::HullWhite> const&)
Unexecuted instantiation: QuantLib::GenericModelEngine<QuantLib::ShortRateModel, QuantLib::Swaption::arguments, QuantLib::Instrument::results>::GenericModelEngine(boost::shared_ptr<QuantLib::ShortRateModel> const&)
Unexecuted instantiation: QuantLib::GenericModelEngine<QuantLib::HullWhite, QuantLib::Option::arguments, QuantLib::OneAssetOption::results>::GenericModelEngine(boost::shared_ptr<QuantLib::HullWhite> const&)
Unexecuted instantiation: QuantLib::GenericModelEngine<QuantLib::GJRGARCHModel, QuantLib::Option::arguments, QuantLib::OneAssetOption::results>::GenericModelEngine(boost::shared_ptr<QuantLib::GJRGARCHModel> const&)
Unexecuted instantiation: QuantLib::GenericModelEngine<QuantLib::HestonModel, QuantLib::Option::arguments, QuantLib::OneAssetOption::results>::GenericModelEngine(boost::shared_ptr<QuantLib::HestonModel> const&)
Unexecuted instantiation: QuantLib::GenericModelEngine<QuantLib::PiecewiseTimeDependentHestonModel, QuantLib::Option::arguments, QuantLib::OneAssetOption::results>::GenericModelEngine(boost::shared_ptr<QuantLib::PiecewiseTimeDependentHestonModel> const&)
Unexecuted instantiation: QuantLib::GenericModelEngine<QuantLib::BatesModel, QuantLib::Option::arguments, QuantLib::OneAssetOption::results>::GenericModelEngine(boost::shared_ptr<QuantLib::BatesModel> const&)
Unexecuted instantiation: QuantLib::GenericModelEngine<QuantLib::Gaussian1dModel, QuantLib::Swaption::arguments, QuantLib::Instrument::results>::GenericModelEngine(boost::shared_ptr<QuantLib::Gaussian1dModel> const&)
Unexecuted instantiation: QuantLib::GenericModelEngine<QuantLib::Gaussian1dModel, QuantLib::CapFloor::arguments, QuantLib::Instrument::results>::GenericModelEngine(boost::shared_ptr<QuantLib::Gaussian1dModel> const&)
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      protected:
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        Handle<ModelType> model_;
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    };
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}
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#endif
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