quant-pricer-cpp
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quant::american::LsmcResult Struct Reference

#include <american.hpp>

+ Collaboration diagram for quant::american::LsmcResult:

Public Attributes

LsmcDiagnostics diagnostics {}
 
double price
 
double std_error
 

Member Data Documentation

◆ diagnostics

LsmcDiagnostics quant::american::LsmcResult::diagnostics {}

◆ price

double quant::american::LsmcResult::price

◆ std_error

double quant::american::LsmcResult::std_error

The documentation for this struct was generated from the following file: