EuropeanMultiPathPricer Class Reference

#include <ql/pricingengines/basket/mceuropeanbasketengine.hpp>

Inheritance diagram for EuropeanMultiPathPricer:

Collaboration diagram for EuropeanMultiPathPricer:

Public Member Functions
	EuropeanMultiPathPricer (ext::shared_ptr< BasketPayoff > payoff, DiscountFactor discount)
Real	operator() (const MultiPath &multiPath) const override
Public Member Functions inherited from PathPricer< MultiPath >
virtual	~PathPricer ()=default
virtual Real	operator() (const MultiPath &path) const=0

Private Attributes
ext::shared_ptr< BasketPayoff >	payoff_
DiscountFactor	discount_

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

Detailed Description

Definition at line 130 of file mceuropeanbasketengine.hpp.

Constructor & Destructor Documentation

EuropeanMultiPathPricer()

EuropeanMultiPathPricer	(	ext::shared_ptr< BasketPayoff >	payoff,
		DiscountFactor	discount
	)

Definition at line 27 of file mceuropeanbasketengine.cpp.

Member Function Documentation

operator()()

Real operator() ( const MultiPath &  multiPath ) const

overridevirtual

Implements PathPricer< MultiPath >.

Definition at line 31 of file mceuropeanbasketengine.cpp.

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Member Data Documentation

payoff_

ext::shared_ptr<BasketPayoff> payoff_

private

Definition at line 136 of file mceuropeanbasketengine.hpp.

discount_

DiscountFactor discount_

private

Definition at line 137 of file mceuropeanbasketengine.hpp.