template class xf::fintech::internal::PathPricer <American, DT, StepFirst, SampNum, WithAntithetic>ΒΆ

#include "path_pricer.hpp"

The pathpricer that used in MCAmericanEngine Option Calibration process.

template <
    typename DT,
    bool StepFirst,
    int SampNum,
    bool WithAntithetic
    >
class PathPricer <American, DT, StepFirst, SampNum, WithAntithetic>

// fields

static const unsigned int InN
static const unsigned int OutN
static const bool byPassGen
DT drift