PathPricer Class Template Reference
[Monte Carlo framework]

#include <ql/MonteCarlo/pathpricer.hpp>

List of all members.


Detailed Description

template<class PathType, class ValueType = Real>
class QuantLib::PathPricer< PathType, ValueType >

base class for path pricers

Returns the value of an option on a given path.


Public Member Functions

 PathPricer (const RelinkableHandle< TermStructure > &discountTS=RelinkableHandle< TermStructure >())
virtual ValueType operator() (const PathType &path) const =0

Protected Attributes

RelinkableHandle< TermStructurediscountTS_


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