QuantLib: PathwiseAccountingEngine Class Reference

A free/open-source library for quantitative finance Reference manual - version 1.6

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PathwiseAccountingEngine Class Reference

Engine collecting cash flows along a market-model simulation for doing pathwise computation of Deltas. More...

`#include <ql/models/marketmodels/pathwiseaccountingengine.hpp>`

## Public Member Functions
| PathwiseAccountingEngine (const boost::shared_ptr< LogNormalFwdRateEuler > &evolver, const Clone< MarketModelPathwiseMultiProduct > &product, const boost::shared_ptr< MarketModel > &pseudoRootStructure, Real initialNumeraireValue)
void | multiplePathValues (SequenceStatisticsInc &stats, Size numberOfPaths)

## Detailed Description

Engine collecting cash flows along a market-model simulation for doing pathwise computation of Deltas.