QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
|
#include <mcvarianceswapengine.hpp>
Public Member Functions | |
Integrand (Path path, ext::shared_ptr< GeneralizedBlackScholesProcess > process) | |
Real | operator() (Time t) const |
Private Attributes | |
Path | path_ |
ext::shared_ptr< GeneralizedBlackScholesProcess > | process_ |
Definition at line 314 of file mcvarianceswapengine.hpp.
Integrand | ( | Path | path, |
ext::shared_ptr< GeneralizedBlackScholesProcess > | process | ||
) |
Definition at line 316 of file mcvarianceswapengine.hpp.
|
private |
Definition at line 324 of file mcvarianceswapengine.hpp.
|
private |
Definition at line 325 of file mcvarianceswapengine.hpp.