QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
Public Member Functions | List of all members
AccountingEngine Class Reference

Engine collecting cash flows along a market-model simulation. More...

#include <ql/models/marketmodels/accountingengine.hpp>

Public Member Functions

 AccountingEngine (const ext::shared_ptr< MarketModelEvolver > &evolver, const Clone< MarketModelMultiProduct > &product, Real initialNumeraireValue)
 
void multiplePathValues (SequenceStatisticsInc &stats, Size numberOfPaths)
 

Detailed Description

Engine collecting cash flows along a market-model simulation.

Examples
MarketModels.cpp.