PathPricer< PathType, ValueType > Class Template Reference

base class for path pricers More...

#include <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

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 42 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 >.