PerformanceOptionPathPricer_old Class Reference

#include <performanceoptionpathpricer.hpp>

Inheritance diagram for PerformanceOptionPathPricer_old:

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Detailed Description

path pricer for performance options


Public Member Functions

 PerformanceOptionPathPricer_old (Option::Type type, double underlying, double moneyness, const std::vector< DiscountFactor > &discounts, bool useAntitheticVariance)
double operator() (const Path &path) const


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

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