mcpagodaengine.hpp File Reference

Monte Carlo engine for pagoda options. More...

#include <ql/exercise.hpp>
#include <ql/experimental/exoticoptions/pagodaoption.hpp>
#include <ql/pricingengines/mcsimulation.hpp>
#include <ql/processes/blackscholesprocess.hpp>
#include <ql/processes/stochasticprocessarray.hpp>
#include <utility>

Go to the source code of this file.

Classes
class	MCPagodaEngine< RNG, S >
	Pricing engine for pagoda options using Monte Carlo simulation. More...
class	MakeMCPagodaEngine< RNG, S >
	Monte Carlo pagoda-option engine factory. More...
class	PagodaMultiPathPricer

Namespaces
namespace	QuantLib

Detailed Description

Monte Carlo engine for pagoda options.

Definition in file mcpagodaengine.hpp.