LongstaffSchwartzMultiPathPricer::PathInfo Struct Reference

#include <ql/experimental/mcbasket/longstaffschwartzmultipathpricer.hpp>

Collaboration diagram for LongstaffSchwartzMultiPathPricer::PathInfo:

Public Member Functions
	PathInfo (Size numberOfTimes)
Size	pathLength () const

Public Attributes
Array	payments
Array	exercises
std::vector< Array >	states

Detailed Description

Definition at line 58 of file longstaffschwartzmultipathpricer.hpp.

Constructor & Destructor Documentation

PathInfo()

PathInfo ( Size  numberOfTimes )

explicit

Definition at line 27 of file longstaffschwartzmultipathpricer.cpp.

Member Function Documentation

pathLength()

Size pathLength

(

)

const

Definition at line 33 of file longstaffschwartzmultipathpricer.cpp.

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Member Data Documentation

payments

Array payments

Definition at line 63 of file longstaffschwartzmultipathpricer.hpp.

exercises

Array exercises

Definition at line 64 of file longstaffschwartzmultipathpricer.hpp.

states

std::vector<Array> states

Definition at line 65 of file longstaffschwartzmultipathpricer.hpp.