AccountingEngine Class Reference
#include <ql/models/marketmodels/accountingengine.hpp>
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) |