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

#include <lookback.hpp>

Public Attributes

bool antithetic {true}
 
double dividend
 
std::uint64_t num_paths
 
int num_steps
 
::quant::OptionType opt
 
double rate
 
std::uint64_t seed
 
double spot
 
double strike
 
double time
 
Type type {Type::FixedStrike}
 
bool use_bridge {true}
 
double vol
 

Member Data Documentation

◆ antithetic

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

◆ dividend

double quant::lookback::McParams::dividend

◆ num_paths

std::uint64_t quant::lookback::McParams::num_paths

◆ num_steps

int quant::lookback::McParams::num_steps

◆ opt

::quant::OptionType quant::lookback::McParams::opt

◆ rate

double quant::lookback::McParams::rate

◆ seed

std::uint64_t quant::lookback::McParams::seed

◆ spot

double quant::lookback::McParams::spot

◆ strike

double quant::lookback::McParams::strike

◆ time

double quant::lookback::McParams::time

◆ type

Type quant::lookback::McParams::type {Type::FixedStrike}

◆ use_bridge

bool quant::lookback::McParams::use_bridge {true}

◆ vol

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