EarlyExerciseTraits< MultiPath > Class Reference

#include <ql/methods/montecarlo/earlyexercisepathpricer.hpp>

Collaboration diagram for EarlyExerciseTraits< MultiPath >:

Public Types
typedef Array	StateType

Static Public Member Functions
static Size	pathLength (const MultiPath &path)

Detailed Description

Definition at line 49 of file earlyexercisepathpricer.hpp.

Member Typedef Documentation

StateType

typedef Array StateType

Definition at line 51 of file earlyexercisepathpricer.hpp.

Member Function Documentation

pathLength()

static Size pathLength ( const MultiPath &  path )

static

Definition at line 52 of file earlyexercisepathpricer.hpp.

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