[Quantlib-users] QuEP 5: using replaceable pricing engines.

[johan b. <joh...@ho...>]

Hi,
My first impression is that it is really good. Nice "pattern-thinking". A 
possible extension could be
to make use of an abstract factory (Gang of Four, Design Patterns), in order 
to create "sets" of
<parameter, result, engine and  instrument> objects. For example, one 
subclass of such a factory
could be "EuropeanOptionWithXXEngineFactory". The create() method of that 
class should create
all relevant objects and "link" them together the way you describe. What do 
you think? I like using
the "Prototype pattern" also to provide object "sets" for an application.

You are using "degenerated" base classes for arguments and results. Have you 
considered using a
template as the engine subclass instead. Where the template parameters 
indicate which type of
parameters and results you are using as "strategies"? It's just an 
alternative, which, of my
knowledge, is used extensively. (For example in ACE/TAO 
(www.cs.wustl.edu/¨schmidt)).

                                        Nice suggestion indeed,
                                                                /Johan 
Bosaeus




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