BasketPathPricer_old Class Reference

#include <basketpathpricer.hpp>

Inheritance diagram for BasketPathPricer_old:

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Detailed Description

multipath pricer for European-type basket option

The value of the option at expiration is given by the value of the underlying which has best performed.


Public Member Functions

 BasketPathPricer_old (Option::Type type, const std::vector< double > &underlying, double strike, DiscountFactor discount, bool useAntitheticVariance)
double operator() (const MultiPath &multiPath) const


The documentation for this class was generated from the following files:

QuantLib.org
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