template class xf::fintech::internal::PathPricer <LongstaffSchwartz, DT, StepFirst, SampNum, WithAntithetic, MaxSteps>

#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]