- QuantLib
- PathPricer
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 |
base class for path pricers
Returns the value of an option on a given path.