EarlyExercisePathPricer Class Template Reference
[Monte Carlo framework]
#include <ql/methods/montecarlo/earlyexercisepathpricer.hpp>
Detailed Description
template<class PathType, class TimeType = Size, class ValueType = Real>
class QuantLib::EarlyExercisePathPricer< PathType, TimeType, ValueType >
base class for early exercise path pricers
Returns the value of an option on a given path and given time.