PathPricer Class Template Reference
[Monte Carlo framework]
#include <ql/methods/montecarlo/pathpricer.hpp>
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:
Public Member Functions | |
virtual ValueType | operator() (const PathType &path) const =0 |