QuantLib_PathPricer man page

PathPricer< PathType, ValueType > — base class for path pricers

Synopsis

#include <ql/methods/montecarlo/pathpricer.hpp>

Inherits unary_function< PathType, ValueType >.

Public Member Functions

virtual ValueType operator() (const PathType &path) const =0

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.

Examples: DiscreteHedging.cpp.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Info

Fri Sep 23 2016 Version 1.8.1 QuantLib