PathPricer< PathType, ValueType > Class Template Reference

base class for path pricers More...

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

Inheritance diagram for PathPricer< PathType, ValueType >:

Public Types
typedef ValueType	result_type

Public Member Functions
virtual ValueType	operator() (const PathType &path) const =0

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.