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) |
Engine collecting cash flows along a market-model simulation.