ForwardEuropeanBSPathPricer Class Reference

#include <ql/pricingengines/forward/mcforwardeuropeanbsengine.hpp>

Inheritance diagram for ForwardEuropeanBSPathPricer:

Collaboration diagram for ForwardEuropeanBSPathPricer:

Public Member Functions
	ForwardEuropeanBSPathPricer (Option::Type type, Real moneyness, Size resetIndex, DiscountFactor discount)
Real	operator() (const Path &path) const override
Public Member Functions inherited from PathPricer< Path >
virtual	~PathPricer ()=default
virtual Real	operator() (const Path &path) const=0

Private Attributes
Option::Type	type_
Real	moneyness_
Size	resetIndex_
DiscountFactor	discount_

Additional Inherited Members
Public Types inherited from PathPricer< Path >
typedef Real	result_type
Public Attributes inherited from PathPricer< Path >
QL_DEPRECATED typedef Path	argument_type

Detailed Description

Definition at line 89 of file mcforwardeuropeanbsengine.hpp.

Constructor & Destructor Documentation

ForwardEuropeanBSPathPricer()

ForwardEuropeanBSPathPricer	(	Option::Type	type,
		Real	moneyness,
		Size	resetIndex,
		DiscountFactor	discount
	)

Definition at line 20 of file mcforwardeuropeanbsengine.cpp.

Member Function Documentation

operator()()

Real operator() ( const Path &  path ) const

overridevirtual

Implements PathPricer< Path >.

Definition at line 32 of file mcforwardeuropeanbsengine.cpp.

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Member Data Documentation

type_

Option::Type type_

private

Definition at line 98 of file mcforwardeuropeanbsengine.hpp.

moneyness_

Real moneyness_

private

Definition at line 99 of file mcforwardeuropeanbsengine.hpp.

resetIndex_

Size resetIndex_

private

Definition at line 100 of file mcforwardeuropeanbsengine.hpp.

discount_

DiscountFactor discount_

private

Definition at line 101 of file mcforwardeuropeanbsengine.hpp.