AccountingEngine Class Reference

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

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

List of all members.

Public Member Functions

 AccountingEngine (const boost::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.