AccountingEngine Class Reference

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

List of all members.


Detailed Description

Engine collecting cash flows along a market-model simulation.


Public Member Functions

 AccountingEngine (const boost::shared_ptr< MarketModelEvolver > &evolver, const Clone< MarketModelMultiProduct > &product, Real initialNumeraireValue)
void multiplePathValues (SequenceStatistics &stats, Size numberOfPaths)