EuropeanPathPricer Class Reference

#include <europeanpathpricer.hpp>

Inheritance diagram for EuropeanPathPricer:

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Detailed Description

path pricer for European options


Public Member Functions

 EuropeanPathPricer (Option::Type type, double underlying, double strike, const RelinkableHandle< TermStructure > &riskFreeTS)
double operator() (const Path &path) const


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

QuantLib.org
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