earlyexercisepathpricer (3) Linux Manual Page
NAME
ql/methods/montecarlo/earlyexercisepathpricer.hpp – base class for early exercise single-path pricers
SYNOPSIS
#include <ql/math/array.hpp>
#include <ql/methods/montecarlo/path.hpp>
#include <ql/methods/montecarlo/multipath.hpp>
#include <boost/function.hpp>
Classes
class EarlyExercisePathPricer< PathType, TimeType, ValueType >
base class for early exercise path pricers
Detailed Description
base class for early exercise single-path pricers
Author
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