PathPricer_old Class Template Reference#include <pathpricer.hpp>
List of all members.
Detailed Description
template<class PathType, class ValueType = double>
class QuantLib::MonteCarlo::PathPricer_old< PathType, ValueType >
base class for path pricers
Given a path the value of an option is returned on that path.
- Deprecated:
- use PathPricer instead
- Examples:
-
DiscreteHedging.cpp.
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Public Member Functions |
| PathPricer_old (DiscountFactor discount, bool useAntitheticVariance) |
virtual ValueType | operator() (const PathType &path) const=0 |
Protected Attributes |
DiscountFactor | discount_ |
bool | useAntitheticVariance_ |
The documentation for this class was generated from the following file:
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