EverestPathPricer_old Class Reference

#include <everestpathpricer.hpp>

Inheritance diagram for EverestPathPricer_old:

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Detailed Description

path pricer for European-type Everest option

The payoff of an Everest option is given by the final-price initial-price ratio of the worst performer.


Public Member Functions

 EverestPathPricer_old (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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