QuantLib 0.3.6
User manual
Introduction to QuantLib
QuantLib components
Reference manual
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- Member BoxMullerGaussianRng (long seed=0)
- initialize with a random number generator instead.
- Member CLGaussianRng (long seed=0)
- initialize with a random number generator instead.
- Class EuropeanOption
- use VanillaOption with EuropeanAnalyticEngine
- Member ICGaussianRng (long seed=0)
- initialize with a random number generator instead.
- Member matrixSqrt (const Matrix &)
- use CholeskyDecomposition or pseudoSqrt instead
- Class PathGenerator_old
- use PathGenerator instead
- Class PathPricer_old
- use PathPricer instead
- Class RandomArrayGenerator
- use RandomSequenceGenerator instead.
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