QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | Private Attributes | List of all members
EuropeanPathPricer Class Reference

#include <mceuropeanengine.hpp>

+ Inheritance diagram for EuropeanPathPricer:
+ Collaboration diagram for EuropeanPathPricer:

Public Member Functions

 EuropeanPathPricer (Option::Type type, Real strike, 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

PlainVanillaPayoff payoff_
 
DiscountFactor discount_
 

Additional Inherited Members

- Public Types inherited from PathPricer< Path >
typedef Real result_type
 

Detailed Description

Definition at line 93 of file mceuropeanengine.hpp.

Constructor & Destructor Documentation

◆ EuropeanPathPricer()

EuropeanPathPricer ( Option::Type  type,
Real  strike,
DiscountFactor  discount 
)

Definition at line 246 of file mceuropeanengine.hpp.

Member Function Documentation

◆ operator()()

Real operator() ( const Path path) const
overridevirtual

Implements PathPricer< Path >.

Definition at line 254 of file mceuropeanengine.hpp.

+ Here is the call graph for this function:

Member Data Documentation

◆ payoff_

PlainVanillaPayoff payoff_
private

Definition at line 101 of file mceuropeanengine.hpp.

◆ discount_

DiscountFactor discount_
private

Definition at line 102 of file mceuropeanengine.hpp.