Re: How pricer gets Arguments?

Posted by Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/How-pricer-gets-Arguments-tp4175p4176.html

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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A little inaccuracy sometimes saves tons of explanation.
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