ScriptedInstrumentAmcCalculator Class Reference

Inheritance diagram for ScriptedInstrumentAmcCalculator:

Public Member Functions
	ScriptedInstrumentAmcCalculator (const std::string &npv, const QuantLib::ext::shared_ptr< Model > &model, const ASTNodePtr ast, const QuantLib::ext::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< size_t > &relevantPathIndex, const std::vector< size_t > &relevantTimeIndex) override