HimalayaMultiPathPricer Class Reference

#include <mchimalayaengine.hpp>

Inheritance diagram for HimalayaMultiPathPricer:

Collaboration diagram for HimalayaMultiPathPricer:

Public Member Functions
	HimalayaMultiPathPricer (ext::shared_ptr< Payoff > payoff, 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
ext::shared_ptr< Payoff >	payoff_
DiscountFactor	discount_

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

Detailed Description

Definition at line 115 of file mchimalayaengine.hpp.

Constructor & Destructor Documentation

HimalayaMultiPathPricer()

HimalayaMultiPathPricer	(	ext::shared_ptr< Payoff >	payoff,
		DiscountFactor	discount
	)

Definition at line 26 of file mchimalayaengine.cpp.

Member Function Documentation

operator()()

Real operator() ( const MultiPath &  multiPath ) const

overridevirtual

Implements PathPricer< MultiPath >.

Definition at line 30 of file mchimalayaengine.cpp.

Here is the call graph for this function:

Member Data Documentation

payoff_

ext::shared_ptr<Payoff> payoff_

private

Definition at line 121 of file mchimalayaengine.hpp.

discount_

DiscountFactor discount_

private

Definition at line 122 of file mchimalayaengine.hpp.