#include <mceuropeanengine.hpp>
Inheritance diagram for EuropeanPathPricer:
Collaboration diagram for EuropeanPathPricer:
Public Member Functions | |
| EuropeanPathPricer (Option::Type type, Real strike, DiscountFactor discount) | |
| Real | operator() (const Path &path) const override |
| Public Member Functions inherited from PathPricer< Path > | |
| virtual | ~PathPricer ()=default |
| virtual Real | operator() (const Path &path) const=0 |
Private Attributes | |
| PlainVanillaPayoff | payoff_ |
| DiscountFactor | discount_ |
Additional Inherited Members | |
| Public Types inherited from PathPricer< Path > | |
| typedef Real | result_type |
Detailed Description
Definition at line 93 of file mceuropeanengine.hpp.
Constructor & Destructor Documentation
◆ EuropeanPathPricer()
| EuropeanPathPricer | ( | Option::Type | type, |
| Real | strike, | ||
| DiscountFactor | discount | ||
| ) |
Definition at line 246 of file mceuropeanengine.hpp.
Member Function Documentation
◆ operator()()
Implements PathPricer< Path >.
Definition at line 254 of file mceuropeanengine.hpp.
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Member Data Documentation
◆ payoff_
|
private |
Definition at line 101 of file mceuropeanengine.hpp.
◆ discount_
|
private |
Definition at line 102 of file mceuropeanengine.hpp.