27 std::vector<DiscountFactor> discounts)
28 :
strike_(strike), type_(type), discounts_(
std::move(discounts)) {}
37 for (
Size i = 2 ; i <
n; i++) {
single-factor random walk
#define QL_REQUIRE(condition, message)
throw an error if the given pre-condition is not verified
std::size_t Size
size of a container
ext::shared_ptr< QuantLib::Payoff > payoff