#include <ql/experimental/exoticoptions/mcpagodaengine.hpp>
Inheritance diagram for PagodaMultiPathPricer:
Collaboration diagram for PagodaMultiPathPricer:
Public Member Functions | |
| PagodaMultiPathPricer (Real roof, Real fraction, 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 | |
| DiscountFactor | discount_ |
| Real | roof_ |
| Real | fraction_ |
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 115 of file mcpagodaengine.hpp.
Constructor & Destructor Documentation
◆ PagodaMultiPathPricer()
| PagodaMultiPathPricer | ( | Real | roof, |
| Real | fraction, | ||
| DiscountFactor | discount | ||
| ) |
Definition at line 24 of file mcpagodaengine.cpp.
Member Function Documentation
◆ operator()()
Implements PathPricer< MultiPath >.
Definition at line 28 of file mcpagodaengine.cpp.
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Member Data Documentation
◆ discount_
|
private |
Definition at line 122 of file mcpagodaengine.hpp.
◆ roof_
|
private |
Definition at line 123 of file mcpagodaengine.hpp.
◆ fraction_
|
private |
Definition at line 123 of file mcpagodaengine.hpp.