QuantLib 0.3.6
http://quantlib.org
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Introduction to QuantLib
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QuantLib components
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Date and time calculations
Lattice methods
The finite differences framework
The Monte Carlo framework
Short-rate models
Currencies and FX rates
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McPagoda Member List
This is the complete list of members for
McPagoda
, including all inherited members.
errorEstimate
() const
McPricer< MultiAsset_old< PseudoRandomSequence_old > >
mcModel_
(defined in
McPricer< MultiAsset_old< PseudoRandomSequence_old > >
)
McPricer< MultiAsset_old< PseudoRandomSequence_old > >
[mutable, protected]
McPagoda
(const std::vector< double > &portfolio, double fraction, double roof, const Array ÷ndYield, const Matrix &covariance, Rate riskFreeRate, const std::vector< Time > ×, bool antithetic, long seed=0) (defined in
McPagoda
)
McPagoda
McPricer
() (defined in
McPricer< MultiAsset_old< PseudoRandomSequence_old > >
)
McPricer< MultiAsset_old< PseudoRandomSequence_old > >
[protected]
minSample_
(defined in
McPricer< MultiAsset_old< PseudoRandomSequence_old > >
)
McPricer< MultiAsset_old< PseudoRandomSequence_old > >
[protected, static]
sampleAccumulator
(void) const
McPricer< MultiAsset_old< PseudoRandomSequence_old > >
value
(double tolerance, Size maxSample=QL_MAX_INT) const
McPricer< MultiAsset_old< PseudoRandomSequence_old > >
valueWithSamples
(Size samples) const
McPricer< MultiAsset_old< PseudoRandomSequence_old > >
~McPricer
() (defined in
McPricer< MultiAsset_old< PseudoRandomSequence_old > >
)
McPricer< MultiAsset_old< PseudoRandomSequence_old > >
[virtual]
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