AccountingEngine Class Reference

Engine collecting cash flows along a market-model simulation. More...

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

Public Member Functions
	AccountingEngine (ext::shared_ptr< MarketModelEvolver > evolver, const Clone< MarketModelMultiProduct > &product, Real initialNumeraireValue)
void	multiplePathValues (SequenceStatisticsInc &stats, Size numberOfPaths)

Detailed Description

Engine collecting cash flows along a market-model simulation.

Examples

MarketModels.cpp.