PathPricer< PathType, ValueType > Class Template Referenceabstract

base class for path pricers More...

#include <ql/methods/montecarlo/pathpricer.hpp>

Inherits unary_function< PathType, ValueType >.

Public Member Functions

virtual ValueType operator() (const PathType &path) const =0
 

Detailed Description

template<class PathType, class ValueType = Real>
class QuantLib::PathPricer< PathType, ValueType >

base class for path pricers

Returns the value of an option on a given path.

Examples:
DiscreteHedging.cpp.