QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <mceuropeanengine.hpp>
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 |
Definition at line 93 of file mceuropeanengine.hpp.
EuropeanPathPricer | ( | Option::Type | type, |
Real | strike, | ||
DiscountFactor | discount | ||
) |
Definition at line 246 of file mceuropeanengine.hpp.
Implements PathPricer< Path >.
Definition at line 254 of file mceuropeanengine.hpp.
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private |
Definition at line 101 of file mceuropeanengine.hpp.
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private |
Definition at line 102 of file mceuropeanengine.hpp.