PathPricer Class Template Reference
[Monte Carlo framework]

#include <ql/methods/montecarlo/pathpricer.hpp>

List of all members.


Detailed Description

template<class PathType, class ValueType = Real>
class QuantLib::PathPricer< PathType, ValueType >

base class for path pricers

Returns the value of an option on a given path.

Examples:

DiscreteHedging.cpp.


Public Member Functions

virtual ValueType operator() (const PathType &path) const =0