template class xf::fintech::internal::CapFloorPathPricerΒΆ

#include "path_pricer.hpp"
template <
    typename DT,
    int SampNum
    >
class CapFloorPathPricer

// fields

static const unsigned int InN
static const unsigned int OutN
static const bool byPassGen
bool isCap
DT r0
DT strikeRate
DT singlePeriod
DT alpha
DT sigma
DT nomial
DT payoffBuffer[SampNum]
DT lastRateBuffer[SampNum]