QuantLib
: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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ql
methods
montecarlo
pathpricer.hpp
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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
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/*
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Copyright (C) 2003 Ferdinando Ametrano
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Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
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This file is part of QuantLib, a free-software/open-source library
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for financial quantitative analysts and developers - http://quantlib.org/
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QuantLib is free software: you can redistribute it and/or modify it
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under the terms of the QuantLib license. You should have received a
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copy of the license along with this program; if not, please email
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<quantlib-dev@lists.sf.net>. The license is also available online at
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<http://quantlib.org/license.shtml>.
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This program is distributed in the hope that it will be useful, but WITHOUT
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ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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FOR A PARTICULAR PURPOSE. See the license for more details.
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*/
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#ifndef quantlib_montecarlo_path_pricer_hpp
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#define quantlib_montecarlo_path_pricer_hpp
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#include <ql/option.hpp>
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#include <ql/types.hpp>
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#include <functional>
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namespace
QuantLib
{
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template
<
class
PathType,
class
ValueType=Real>
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class
PathPricer
{
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public
:
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QL_DEPRECATED
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typedef
PathType
argument_type
;
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typedef
ValueType
result_type
;
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virtual
~PathPricer
() =
default
;
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virtual
ValueType
operator()
(
const
PathType& path)
const
=0;
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};
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}
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#endif
QuantLib::PathPricer
base class for path pricers
Definition:
pathpricer.hpp:40
QuantLib::PathPricer::~PathPricer
virtual ~PathPricer()=default
QuantLib::PathPricer::argument_type
QL_DEPRECATED typedef PathType argument_type
Definition:
pathpricer.hpp:46
QuantLib::PathPricer::operator()
virtual ValueType operator()(const PathType &path) const =0
QuantLib::PathPricer::result_type
ValueType result_type
Definition:
pathpricer.hpp:47
QuantLib
Definition:
any.hpp:35
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