#include <mchimalayaengine.hpp>
Inheritance diagram for HimalayaMultiPathPricer:
Collaboration diagram for HimalayaMultiPathPricer:
Public Member Functions | |
| HimalayaMultiPathPricer (ext::shared_ptr< Payoff > payoff, 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 | |
| ext::shared_ptr< Payoff > | payoff_ |
| DiscountFactor | discount_ |
Additional Inherited Members | |
| Public Types inherited from PathPricer< MultiPath > | |
| typedef Real | result_type |
Detailed Description
Definition at line 115 of file mchimalayaengine.hpp.
Constructor & Destructor Documentation
◆ HimalayaMultiPathPricer()
| HimalayaMultiPathPricer | ( | ext::shared_ptr< Payoff > | payoff, |
| DiscountFactor | discount | ||
| ) |
Definition at line 26 of file mchimalayaengine.cpp.
Member Function Documentation
◆ operator()()
Implements PathPricer< MultiPath >.
Definition at line 30 of file mchimalayaengine.cpp.
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Member Data Documentation
◆ payoff_
|
private |
Definition at line 121 of file mchimalayaengine.hpp.
◆ discount_
|
private |
Definition at line 122 of file mchimalayaengine.hpp.