quant-pricer-cpp
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Public Attributes | List of all members
quant::asian::McParams Struct Reference

#include <asian.hpp>

Public Attributes

bool antithetic {true}
 
Average avg {Average::Arithmetic}
 
double dividend
 
std::uint64_t num_paths
 
int num_steps
 
Payoff payoff {Payoff::FixedStrike}
 
Qmc qmc {Qmc::None}
 
double rate
 
std::uint64_t seed
 
double spot
 
double strike
 
double time
 
bool use_geometric_cv {true}
 
double vol
 

Member Data Documentation

◆ antithetic

bool quant::asian::McParams::antithetic {true}

◆ avg

Average quant::asian::McParams::avg {Average::Arithmetic}

◆ dividend

double quant::asian::McParams::dividend

◆ num_paths

std::uint64_t quant::asian::McParams::num_paths

◆ num_steps

int quant::asian::McParams::num_steps

◆ payoff

Payoff quant::asian::McParams::payoff {Payoff::FixedStrike}

◆ qmc

Qmc quant::asian::McParams::qmc {Qmc::None}

◆ rate

double quant::asian::McParams::rate

◆ seed

std::uint64_t quant::asian::McParams::seed

◆ spot

double quant::asian::McParams::spot

◆ strike

double quant::asian::McParams::strike

◆ time

double quant::asian::McParams::time

◆ use_geometric_cv

bool quant::asian::McParams::use_geometric_cv {true}

◆ vol

double quant::asian::McParams::vol
The documentation for this struct was generated from the following file: