PathPricer< PathType, ValueType > Class Template Reference

base class for path pricers More...

#include <ql/methods/montecarlo/pathpricer.hpp>

Inheritance diagram for PathPricer< PathType, ValueType >:

Collaboration diagram for PathPricer< PathType, ValueType >:

Public Types
typedef ValueType	result_type

Public Member Functions
virtual	~PathPricer ()=default
virtual ValueType	operator() (const PathType &path) const =0

Public Attributes
QL_DEPRECATED typedef PathType	argument_type

Detailed Description

template<class PathType, class ValueType = Real>
class QuantLib::PathPricer< PathType, ValueType >

base class for path pricers

Returns the value of an option on a given path.

Examples

DiscreteHedging.cpp.

Definition at line 40 of file pathpricer.hpp.

Member Typedef Documentation

result_type

typedef ValueType result_type

Definition at line 47 of file pathpricer.hpp.

Constructor & Destructor Documentation

~PathPricer()

virtual ~PathPricer ( )

virtualdefault

Member Function Documentation

operator()()

virtual ValueType operator() ( const PathType &  path ) const

pure virtual

Implemented in EverestMultiPathPricer, HimalayaMultiPathPricer, PagodaMultiPathPricer, LongstaffSchwartzMultiPathPricer, EuropeanPathMultiPathPricer, ArithmeticAPOHestonPathPricer, GeometricAPOHestonPathPricer, EuropeanMultiPathPricer, ForwardEuropeanHestonPathPricer, EuropeanGJRGARCHPathPricer, EuropeanHestonPathPricer, HestonHullWhitePathPricer, DoubleBarrierPathPricer, ArithmeticAPOPathPricer, ArithmeticASOPathPricer, GeometricAPOPathPricer, BarrierPathPricer, BiasedBarrierPathPricer, HullWhiteCapFloorPricer, PerformanceOptionPathPricer, ForwardEuropeanBSPathPricer, VariancePathPricer, DigitalPathPricer, EuropeanPathPricer, and LongstaffSchwartzPathPricer< PathType >.

Member Data Documentation

argument_type

QL_DEPRECATED typedef PathType argument_type

Deprecated:

Use auto or decltype instead. Deprecated in version 1.29.

Definition at line 46 of file pathpricer.hpp.