BlackScholesModelWrapper Class Reference

Inheritance diagram for BlackScholesModelWrapper:

Public Member Functions
	BlackScholesModelWrapper (const std::vector< boost::shared_ptr< GeneralizedBlackScholesProcess >> &processes, const std::set< Date > &effectiveSimulationDates, const TimeGrid &discretisationTimeGrid)
const std::vector< boost::shared_ptr< GeneralizedBlackScholesProcess > > &	processes () const
const std::set< Date > &	effectiveSimulationDates () const
const TimeGrid &	discretisationTimeGrid () const