QuantLib 0.3.3
http://quantlib.org
User manual
Introduction to QuantLib
Introduction
Project overview
Where to get QuantLib
Installation
Usage
Supported platforms
Version history
Todo list
Additional resources
The QuantLib group
Copyright and license
QuantLib components
Core classes
Date and time calculations
Lattice methods
The finite differences framework
The Monte Carlo framework
Short-rate models
Currencies and FX rates
Instruments and pricers
Math tools
Design patterns
Term structures
Utilities
Examples
Reference manual
Modules
Namespace List
Class Hierarchy
Compound List
File List
Namespace Members
Compound Members
File Members
Unstable Features
Deprecated List
McMaxBasket Member List
This is the complete list of members for
McMaxBasket
, including all inherited members.
errorEstimate
() const
McPricer< MonteCarlo::MultiAsset_old< MonteCarlo::PseudoRandomSequence_old > >
McMaxBasket
(const std::vector< double > &underlying, const Array ÷ndYield, const Math::Matrix &covariance, Rate riskFreeRate, double residualTime, bool antitheticVariance, long seed=0) (defined in
McMaxBasket
)
McMaxBasket
mcModel_
(defined in
McPricer< MonteCarlo::MultiAsset_old< MonteCarlo::PseudoRandomSequence_old > >
)
McPricer< MonteCarlo::MultiAsset_old< MonteCarlo::PseudoRandomSequence_old > >
[mutable, protected]
McPricer
() (defined in
McPricer< MonteCarlo::MultiAsset_old< MonteCarlo::PseudoRandomSequence_old > >
)
McPricer< MonteCarlo::MultiAsset_old< MonteCarlo::PseudoRandomSequence_old > >
[protected]
minSample_
(defined in
McPricer< MonteCarlo::MultiAsset_old< MonteCarlo::PseudoRandomSequence_old > >
)
McPricer< MonteCarlo::MultiAsset_old< MonteCarlo::PseudoRandomSequence_old > >
[protected, static]
sampleAccumulator
(void) const
McPricer< MonteCarlo::MultiAsset_old< MonteCarlo::PseudoRandomSequence_old > >
value
(double tolerance, Size maxSample=QL_MAX_INT) const
McPricer< MonteCarlo::MultiAsset_old< MonteCarlo::PseudoRandomSequence_old > >
valueWithSamples
(Size samples) const
McPricer< MonteCarlo::MultiAsset_old< MonteCarlo::PseudoRandomSequence_old > >
~McPricer
() (defined in
McPricer< MonteCarlo::MultiAsset_old< MonteCarlo::PseudoRandomSequence_old > >
)
McPricer< MonteCarlo::MultiAsset_old< MonteCarlo::PseudoRandomSequence_old > >
[virtual]
QuantLib.org
Hosted by
Documentation generated by