Public Member Functions | |
ScriptedInstrumentAmcCalculator (const std::string &npv, const boost::shared_ptr< Model > &model, const ASTNodePtr ast, const boost::shared_ptr< Context > &context, const std::string &script="", const bool interactive=false, const std::set< std::string > &stickyCloseOutStates={}) | |
QuantLib::Currency | npvCurrency () override |
std::vector< QuantExt::RandomVariable > | simulatePath (const std::vector< QuantLib::Real > &pathTimes, std::vector< std::vector< QuantExt::RandomVariable >> &paths, const std::vector< bool > &isRelevantTime, const bool stickyCloseOutRun) override |