20#include <ql/pricingengines/asian/mc_discr_arith_av_strike.hpp>
28 : type_(type), discount_(discount),
29 runningSum_(runningSum), pastFixings_(pastFixings) {}
34 QL_REQUIRE(n > 1,
"the path cannot be empty");
ArithmeticASOPathPricer(Option::Type type, DiscountFactor discount, Real runningSum=0.0, Size pastFixings=0)
Real operator()(const Path &path) const override
single-factor random walk
Real back() const
final asset value
const TimeGrid & timeGrid() const
time grid
const std::vector< Time > & mandatoryTimes() const
Real DiscountFactor
discount factor between dates
std::size_t Size
size of a container