PathPricer Class Template Reference

#include <ql/MonteCarlo/pathpricer.hpp>

List of all members.


Detailed Description

template<class PathType, class ValueType = double>
class QuantLib::PathPricer< PathType, ValueType >

base class for path pricers

Given a path the value of an option is returned on that path.


Public Member Functions

 PathPricer (const RelinkableHandle< TermStructure > &riskFreeTS)
virtual ValueType operator() (const PathType &path) const=0

Protected Attributes

RelinkableHandle< TermStructureriskFreeTS_


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