template class xf::fintech::internal::PathPricer <LongstaffSchwartz, DT, StepFirst, SampNum, WithAntithetic, MaxSteps>ΒΆ
#include "path_pricer.hpp"
The pathpricer that used in MCAmericanEngine Option Pricing process.
template < typename DT, bool StepFirst, int SampNum, bool WithAntithetic, int MaxSteps > class PathPricer <LongstaffSchwartz, DT, StepFirst, SampNum, WithAntithetic, MaxSteps> // fields static const unsigned int InN static const unsigned int OutN static const bool byPassGen DT strike bool optionType DT riskConst DT riskRate DT recipUnderLying DT recipStrike DT coefBuff_0[MaxSteps] DT coefBuff_1[MaxSteps] DT coefBuff_2[MaxSteps] DT coefBuff_3[MaxSteps]