earlyexercisepathpricer (3) Linux Manual Page
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