Integrand Class Reference

#include <mcvarianceswapengine.hpp>

Collaboration diagram for Integrand:

Public Member Functions
	Integrand (Path path, ext::shared_ptr< GeneralizedBlackScholesProcess > process)
Real	operator() (Time t) const

Private Attributes
Path	path_
ext::shared_ptr< GeneralizedBlackScholesProcess >	process_

Detailed Description

Definition at line 314 of file mcvarianceswapengine.hpp.

Constructor & Destructor Documentation

Integrand()

Integrand	(	Path	path,
		ext::shared_ptr< GeneralizedBlackScholesProcess >	process
	)

Definition at line 316 of file mcvarianceswapengine.hpp.

Member Function Documentation

operator()()

Real operator()

(

Time

t

)

const

Definition at line 318 of file mcvarianceswapengine.hpp.

Here is the call graph for this function:

Member Data Documentation

path_

Path path_

private

Definition at line 324 of file mcvarianceswapengine.hpp.

process_

ext::shared_ptr<GeneralizedBlackScholesProcess> process_

private

Definition at line 325 of file mcvarianceswapengine.hpp.