EarlyExerciseTraits< Path > Class Reference

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

Collaboration diagram for EarlyExerciseTraits< Path >:

Public Types
typedef Real	StateType

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

Detailed Description

Definition at line 40 of file earlyexercisepathpricer.hpp.

Member Typedef Documentation

StateType

typedef Real StateType

Definition at line 42 of file earlyexercisepathpricer.hpp.

Member Function Documentation

pathLength()

static Size pathLength ( const Path &  path )

static

Definition at line 43 of file earlyexercisepathpricer.hpp.

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