AccountingEngine (3) Linux Manual Page

QuantLib::AccountingEngine – Engine collecting cash flows along a market-model simulation.

Synopsis

#include <ql/models/marketmodels/accountingengine.hpp>

Public Member Functions

AccountingEngine (const boost::shared_ptr< MarketModelEvolver > &evolver, const Clone< MarketModelMultiProduct > &product, Real initialNumeraireValue)

void multiplePathValues (SequenceStatisticsInc &stats, Size numberOfPaths)

Detailed Description

Engine collecting cash flows along a market-model simulation.

Author

Generated automatically by Doxygen for QuantLib from the source code.