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PathPricer Class Template Reference#include <ql/MonteCarlo/pathpricer.hpp>
Detailed Descriptiontemplate<class PathType, class ValueType = double>
base class for path pricers
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Public Member Functions | |
PathPricer (const RelinkableHandle< TermStructure > &riskFreeTS) | |
virtual ValueType | operator() (const PathType &path) const=0 |
Protected Attributes | |
RelinkableHandle< TermStructure > | riskFreeTS_ |
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