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.


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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