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QuantLib_PathPricer
Langue: en
Version: 377134 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
Sommaire
NAME
QuantLib::PathPricer -base class for path pricers
SYNOPSIS
#include <ql/methods/montecarlo/pathpricer.hpp>
Inherits std::unary_function< PathType, ValueType >.
Public Member Functions
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 pricersReturns the value of an option on a given path.
Examples:
DiscreteHedging.cpp.
Author
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Contenus ©2006-2024 Benjamin Poulain
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