EverestMultiPathPricer Class Reference

#include <mceverestengine.hpp>

Inheritance diagram for EverestMultiPathPricer:

Collaboration diagram for EverestMultiPathPricer:

Public Member Functions
	EverestMultiPathPricer (Real notional, Rate guarantee, DiscountFactor discount)
Real	operator() (const MultiPath &multiPath) const override
Public Member Functions inherited from PathPricer< MultiPath >
virtual	~PathPricer ()=default
virtual Real	operator() (const MultiPath &path) const=0

Private Attributes
Real	notional_
Rate	guarantee_
DiscountFactor	discount_

Additional Inherited Members
Public Types inherited from PathPricer< MultiPath >
typedef Real	result_type

Detailed Description

Definition at line 126 of file mceverestengine.hpp.

Constructor & Destructor Documentation

EverestMultiPathPricer()

EverestMultiPathPricer ( Real  notional, Rate  guarantee, DiscountFactor  discount  )

explicit

Definition at line 24 of file mceverestengine.cpp.

Member Function Documentation

operator()()

Real operator() ( const MultiPath &  multiPath ) const

overridevirtual

Implements PathPricer< MultiPath >.

Definition at line 29 of file mceverestengine.cpp.

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Member Data Documentation

notional_

Real notional_

private

Definition at line 134 of file mceverestengine.hpp.

guarantee_

Rate guarantee_

private

Definition at line 135 of file mceverestengine.hpp.

discount_

DiscountFactor discount_

private

Definition at line 136 of file mceverestengine.hpp.