QuantLib_PathPricer (3) Linux Manual Page
QuantLib::PathPricer – base class for path pricers
Synopsis
#include <ql/methods/montecarlo/pathpricer.hpp>
Inherits std::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.