A free/open-source library for quantitative finance
Reference manual - version 1.20
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A free/open-source library for quantitative finance
Reference manual - version 1.20
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This is the complete list of members for UpperBoundEngine, including all inherited members.
| multiplePathValues(Statistics &stats, Size outerPaths, Size innerPaths) (defined in UpperBoundEngine) | UpperBoundEngine | |
| singlePathValue(Size innerPaths) (defined in UpperBoundEngine) | UpperBoundEngine | |
| UpperBoundEngine(const ext::shared_ptr< MarketModelEvolver > &evolver, const std::vector< ext::shared_ptr< MarketModelEvolver > > &innerEvolvers, const MarketModelMultiProduct &underlying, const MarketModelExerciseValue &rebate, const MarketModelMultiProduct &hedge, const MarketModelExerciseValue &hedgeRebate, const ExerciseStrategy< CurveState > &hedgeStrategy, Real initialNumeraireValue) (defined in UpperBoundEngine) | UpperBoundEngine |