quant-pricer-cpp
Loading...
Searching...
No Matches
Public Attributes | List of all members
quant::multi::MertonParams Struct Reference

#include <multi.hpp>

Public Attributes

bool antithetic {true}
 
double dividend
 
double lambda
 
double muJ
 
std::uint64_t num_paths
 
double rate
 
std::uint64_t seed
 
double sigmaJ
 
double spot
 
double strike
 
double time
 
double vol
 

Member Data Documentation

◆ antithetic

bool quant::multi::MertonParams::antithetic {true}

◆ dividend

double quant::multi::MertonParams::dividend

◆ lambda

double quant::multi::MertonParams::lambda

◆ muJ

double quant::multi::MertonParams::muJ

◆ num_paths

std::uint64_t quant::multi::MertonParams::num_paths

◆ rate

double quant::multi::MertonParams::rate

◆ seed

std::uint64_t quant::multi::MertonParams::seed

◆ sigmaJ

double quant::multi::MertonParams::sigmaJ

◆ spot

double quant::multi::MertonParams::spot

◆ strike

double quant::multi::MertonParams::strike

◆ time

double quant::multi::MertonParams::time

◆ vol

double quant::multi::MertonParams::vol
The documentation for this struct was generated from the following file: