#include <config.h>

Public Attributes
DtUsedInt	loop_nm

DtUsedInt	seed

double	underlying

double	volatility

double	dividendYield

double	riskFreeRate

double	timeLength

double	strike

DtUsedInt	optionType

double	requiredTolerance

DtUsedInt	requiredSamples

DtUsedInt	timeSteps

DtUsedInt	maxSamples

Detailed Description

The struct holding the input parameters of MCEuropeanEngine

Definition at line 85 of file config.h.

Member Data Documentation

◆ dividendYield

double varin::dividendYield

Definition at line 90 of file config.h.

◆ loop_nm

DtUsedInt varin::loop_nm

Definition at line 86 of file config.h.

◆ maxSamples

DtUsedInt varin::maxSamples

Definition at line 98 of file config.h.

◆ optionType

DtUsedInt varin::optionType

Definition at line 94 of file config.h.

◆ requiredSamples

DtUsedInt varin::requiredSamples

Definition at line 96 of file config.h.

◆ requiredTolerance

double varin::requiredTolerance

Definition at line 95 of file config.h.

◆ riskFreeRate

double varin::riskFreeRate

Definition at line 91 of file config.h.

◆ seed

DtUsedInt varin::seed

Definition at line 87 of file config.h.

◆ strike

double varin::strike

Definition at line 93 of file config.h.

◆ timeLength

double varin::timeLength

Definition at line 92 of file config.h.

◆ timeSteps

DtUsedInt varin::timeSteps

Definition at line 97 of file config.h.

◆ underlying

double varin::underlying

Definition at line 88 of file config.h.

◆ volatility

double varin::volatility

Definition at line 89 of file config.h.

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

repos_for_Dox/cFp_Zoo/HOST/quantitative_finance/mceuropeanengine/languages/cplusplus/include/config.h

Public Attributes