QuantLib 0.3.7
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Reference manual
PathPricer Class Template Reference
[Monte Carlo framework]
#include <ql/MonteCarlo/pathpricer.hpp>
Detailed Description
template<class PathType, class ValueType = Real>
class QuantLib::PathPricer< PathType, ValueType >
base class for path pricers
Returns the value of an option on a given path.
Public Member Functions | |
| PathPricer (const RelinkableHandle< TermStructure > &discountTS=RelinkableHandle< TermStructure >()) | |
| virtual ValueType | operator() (const PathType &path) const =0 |
Protected Attributes | |
| RelinkableHandle< TermStructure > | discountTS_ |
