How pricer gets Arguments?

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How pricer gets Arguments?

Avto Tkabladze
Hi ALL,
I am not very experienced in OOP.
I tried to go down and find out how AnalyticEuropeanEngine
gets Arguments.
Usually to perform price calculations engine uses values of Arguments
members. Where are they passed to Engine?
This particular Engine is a an  inherited class from
VanillaOption::engine and
VanillaOption::Engine itself is inherited from GenercEngine.
There are no constructors in these classes.
I just need simple hint.

Best wishes, Avto



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Re: How pricer gets Arguments?

Luigi Ballabio
On 11/02/2005 04:19:02 AM, Avto Tkabladze wrote:
> I tried to go down and find out how AnalyticEuropeanEngine
> gets Arguments.
> Usually to perform price calculations engine uses values of Arguments
> members. Where are they passed to Engine?

Avto,
        they're set in the setupArguments() method of the option (it  
might be inherited from a parent class) which in turn is called in the  
performCalculation() method of class Instrument.

Later,
        Luigi


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