QuantLib_AccountingEngine

Langue: en

Autres versions - même langue

Version: 160860 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::AccountingEngine - Engine collecting cash flows along a market-model simulation.

SYNOPSIS


#include <ql/models/marketmodels/accountingengine.hpp>

Public Member Functions


AccountingEngine (const boost::shared_ptr< MarketModelEvolver > &evolver, const Clone< MarketModelMultiProduct > &product, Real initialNumeraireValue)

void multiplePathValues (SequenceStatisticsInc &stats, Size numberOfPaths)

Detailed Description

Engine collecting cash flows along a market-model simulation.

Author

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