QuantLib: a free/open-source library for quantitative finance
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Public Member Functions | Private Attributes | List of all members
EverestMultiPathPricer Class Reference

#include <ql/experimental/exoticoptions/mceverestengine.hpp>

+ Inheritance diagram for EverestMultiPathPricer:
+ Collaboration diagram for EverestMultiPathPricer:

Public Member Functions

 EverestMultiPathPricer (Real notional, Rate guarantee, 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

Real notional_
 
Rate guarantee_
 
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 126 of file mceverestengine.hpp.

Constructor & Destructor Documentation

◆ EverestMultiPathPricer()

EverestMultiPathPricer ( Real  notional,
Rate  guarantee,
DiscountFactor  discount 
)
explicit

Definition at line 24 of file mceverestengine.cpp.

Member Function Documentation

◆ operator()()

Real operator() ( const MultiPath multiPath) const
overridevirtual

Implements PathPricer< MultiPath >.

Definition at line 29 of file mceverestengine.cpp.

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Member Data Documentation

◆ notional_

Real notional_
private

Definition at line 134 of file mceverestengine.hpp.

◆ guarantee_

Rate guarantee_
private

Definition at line 135 of file mceverestengine.hpp.

◆ discount_

DiscountFactor discount_
private

Definition at line 136 of file mceverestengine.hpp.