QuantLib 0.3.6 http://quantlib.org User manual Introduction to QuantLib Introduction Project overview Where to get QuantLib Installation Usage Version history 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 Class Hierarchy Compound List File List Compound Members File Members Todo List Known Bugs Deprecated Features

McPerformanceOption Member List This is the complete list of members for McPerformanceOption, including all inherited members. errorEstimate() const McPricer< SingleAsset_old< PseudoRandom_old > > mcModel_ (defined in McPricer< SingleAsset_old< PseudoRandom_old > >) McPricer< SingleAsset_old< PseudoRandom_old > > [mutable, protected] McPerformanceOption(Option::Type type, double underlying, double moneyness, const std::vector< Spread > &dividendYield, const std::vector< Rate > &riskFreeRate, const std::vector< Time > &times, const std::vector< double > &volatility, bool antitheticVariance, long seed=0) (defined in McPerformanceOption) McPerformanceOption McPricer() (defined in McPricer< SingleAsset_old< PseudoRandom_old > >) McPricer< SingleAsset_old< PseudoRandom_old > > [protected] minSample_ (defined in McPricer< SingleAsset_old< PseudoRandom_old > >) McPricer< SingleAsset_old< PseudoRandom_old > > [protected, static] sampleAccumulator(void) const McPricer< SingleAsset_old< PseudoRandom_old > > value(double tolerance, Size maxSample=QL_MAX_INT) const McPricer< SingleAsset_old< PseudoRandom_old > > valueWithSamples(Size samples) const McPricer< SingleAsset_old< PseudoRandom_old > > ~McPricer() (defined in McPricer< SingleAsset_old< PseudoRandom_old > >) McPricer< SingleAsset_old< PseudoRandom_old > > [virtual]

---

QuantLib.org

Hosted by

Documentation generated by