pathpricer.hpp

Langue: en

Autres versions - même langue

Version: 382739 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/methods/montecarlo/pathpricer.hpp -

base class for single-path pricers

SYNOPSIS


#include <ql/option.hpp>
#include <ql/types.hpp>
#include <functional>

Classes


class PathPricer< PathType, ValueType >
base class for path pricers

Detailed Description

base class for single-path pricers

Author

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