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<b>QuantLib</b>::<a class="el" href="class_quant_lib_1_1_early_exercise_path_pricer.html">EarlyExercisePathPricer</a></div>
<h1>EarlyExercisePathPricer Class Template Reference<br>
<small>
[<a class="el" href="group__mcarlo.html">Monte Carlo framework</a>]</small>
</h1><!-- doxytag: class="QuantLib::EarlyExercisePathPricer" --><code>#include <ql/MonteCarlo/earlyexercisepathpricer.hpp></code>
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<a href="class_quant_lib_1_1_early_exercise_path_pricer-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
<h3>template<class PathType, class TimeType = Size, class ValueType = Real><br>
class QuantLib::EarlyExercisePathPricer< PathType, TimeType, ValueType ></h3>
base class for early exercise path pricers
<p>
Returns the value of an option on a given path and given time.
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<table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<tr><td colspan="2"><br><h2>Public Types</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8f1d307035ca52ae82e4c13aa0cfe635"></a><!-- doxytag: member="QuantLib::EarlyExercisePathPricer::StateType" ref="8f1d307035ca52ae82e4c13aa0cfe635" args="" -->
typedef EarlyExerciseTraits<<br>
PathType >::StateType </td><td class="memItemRight" valign="bottom"><b>StateType</b></td></tr>
<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="400c5da20addd155641a824abb559ab2"></a><!-- doxytag: member="QuantLib::EarlyExercisePathPricer::operator()" ref="400c5da20addd155641a824abb559ab2" args="(const PathType &path, TimeType t) const=0" -->
virtual ValueType </td><td class="memItemRight" valign="bottom"><b>operator()</b> (const PathType &path, TimeType t) const=0</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a27628b96dbdcfde38838bb1dbcd21d"></a><!-- doxytag: member="QuantLib::EarlyExercisePathPricer::state" ref="5a27628b96dbdcfde38838bb1dbcd21d" args="(const PathType &path, TimeType t) const=0" -->
virtual StateType </td><td class="memItemRight" valign="bottom"><b>state</b> (const PathType &path, TimeType t) const=0</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cd5634b6ffce6fc0412adfad88d82ab0"></a><!-- doxytag: member="QuantLib::EarlyExercisePathPricer::basisSystem" ref="cd5634b6ffce6fc0412adfad88d82ab0" args="() const=0" -->
virtual std::vector< boost::function1<<br>
ValueType, StateType > > </td><td class="memItemRight" valign="bottom"><b>basisSystem</b> () const=0</td></tr>
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