accountingengine(3)

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

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