earlyexercisepathpricer.hpp

Langue: en

Autres versions - même langue

Version: 374602 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

NAME

ql/methods/montecarlo/earlyexercisepathpricer.hpp -

base class for early exercise single-path pricers

SYNOPSIS


#include <ql/math/array.hpp>
#include <ql/methods/montecarlo/path.hpp>
#include <ql/methods/montecarlo/multipath.hpp>
#include <boost/function.hpp>

Classes


class EarlyExercisePathPricer< PathType, TimeType, ValueType >
base class for early exercise path pricers

Detailed Description

base class for early exercise single-path pricers

Author

Generated automatically by Doxygen for QuantLib from the source code.