Documentation of 'org.jquantlib.methods.montecarlo.PathPricer' Java class
PathPricer
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org.jquantlib.methods.montecarlo

Class PathPricer<PathType>

  • All Implemented Interfaces:
    Ops.Op<PathType,java.lang.Double>

    public abstract class PathPricer<PathType>
extends java.lang.Object
implements Ops.Op<PathType,java.lang.Double>
    Base class for path pricers

    Returns the value of an option on a given path.

    • Constructor Summary

      Constructors 
      Constructor and Description
      PathPricer() 

    • Method Summary

      All Methods Instance Methods Abstract Methods 
      Modifier and Type Method and Description
      abstract java.lang.Double op(PathType path) 

      • Methods inherited from class java.lang.Object

        equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

    • Constructor Detail

      • PathPricer

        public PathPricer()

    • Method Detail

      • op

        public abstract java.lang.Double op(PathType path)
        Specified by:
        op in interface Ops.Op<PathType,java.lang.Double>
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