base class for early exercise path pricers  
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#include <ql/methods/montecarlo/earlyexercisepathpricer.hpp>
List of all members.
| 
Public Types | 
| typedef EarlyExerciseTraits < PathType >::StateType
 | StateType | 
| 
Public Member Functions | 
| virtual ValueType | operator() (const PathType &path, TimeType t) const =0 | 
| virtual StateType | state (const PathType &path, TimeType t) const =0 | 
| virtual std::vector < boost::function1< ValueType,
 StateType > >
 | basisSystem () const =0 | 
Detailed Description
template<class PathType, class TimeType = Size, class ValueType = Real>
class QuantLib::EarlyExercisePathPricer< PathType, TimeType, ValueType >
base class for early exercise path pricers 
Returns the value of an option on a given path and given time.