File: exercise_8hpp.html

package info (click to toggle)
quantlib-refman-html 0.3.14-1
  • links: PTS
  • area: main
  • in suites: etch, etch-m68k
  • size: 43,500 kB
  • ctags: 8,975
  • sloc: makefile: 31
file content (135 lines) | stat: -rw-r--r-- 6,262 bytes parent folder | download
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.0 Transitional//EN">
<html>
<head>
<meta http-equiv="Content-Type" content="text/html;charset=iso-8859-1">
<meta name="robots" content="none">
<title>QuantLib: ql/exercise.hpp File Reference</title>
<link rel="stylesheet" href="quantlib.css" type="text/css">
<link rel="stylesheet" href="print.css" type="text/css" media="print">
<link rel="shortcut icon" href="favicon.ico" type="image/x-icon">
<link rel="icon" href="favicon.ico" type="image/x-icon">
</head>
<body>

<div id="container">
<div id="header">
<img class="titleimage"
 src="QL-title.jpg" width="212" height="47" border="0"
 alt="QuantLib">
<br>
<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
</div>
<div id="menu">

<h3 class="navbartitle">Version 0.3.14</h3>

<hr>

<h3 class="navbartitle">Getting started</h3>
<ul class="navbarlist">
<li class="navlink"><a href="index.html">Introduction</a></li>
<li class="navlink"><a href="overview.html">Project overview</a></li>
<li class="navlink"><a href="where.html">Where to get QuantLib</a></li>
<li class="navlink"><a href="install.html">Installation</a></li>
<li class="navlink"><a href="config.html">Configuration</a></li>
<li class="navlink"><a href="usage.html">Usage</a></li>
<li class="navlink"><a href="faq.html">Frequently asked questions</a></li>
<li class="navlink"><a href="history.html">Version history</a></li>
<li class="navlink"><a href="resources.html">Additional resources</a></li>
<li class="navlink"><a href="group.html">The QuantLib group</a></li>
<li class="navlink"><a href="license.html">Copyright and license</a></li>
</ul>

<hr>

<h3 class="navbartitle">Reference manual</h3>
<ul class="navbarlist">
<li class="navlink"><a href="modules.html">Modules</a></li>
<li class="navlink"><a href="hierarchy.html">Class Hierarchy</a></li>
<li class="navlink"><a href="annotated.html">Compound List</a></li>
<li class="navlink"><a href="files.html">File List</a></li>
<li class="navlink"><a href="functions.html">Compound Members</a></li>
<li class="navlink"><a href="globals.html">File Members</a></li>
<li class="navlink"><a href="todo.html">Todo List</a></li>
<li class="navlink"><a href="bug.html">Known Bugs</a></li>
<li class="navlink"><a href="caveats.html">Caveats</a></li>
<li class="navlink"><a href="test.html">Test Suite</a></li>
<li class="navlink"><a href="deprecated.html">Deprecated Features</a></li>
<li class="navlink"><a href="examples.html">Examples</a></li>
</ul>
</div>

<div id="content">
<!--Doxygen-generated content-->

<!-- Generated by Doxygen 1.5.1 -->
<h1>ql/exercise.hpp File Reference</h1><hr><a name="_details"></a><h2>Detailed Description</h2>
Option exercise classes and payoff function. 
<p>

<p>
<code>#include &lt;<a class="el" href="date_8hpp.html">ql/date.hpp</a>&gt;</code><br>
<code>#include &lt;vector&gt;</code><br>

<p>
Include dependency graph for exercise.hpp:<p><center><img src="exercise_8hpp__incl.png" border="0" usemap="#ql/exercise.hpp_map" alt=""></center>
<map name="ql/exercise.hpp_map">
<area href="date_8hpp.html" shape="rect" coords="180,102,279,126" alt="">
<area href="period_8hpp.html" shape="rect" coords="328,54,440,78" alt="">
<area href="errors_8hpp.html" shape="rect" coords="490,6,596,30" alt="">
<area href="types_8hpp.html" shape="rect" coords="490,54,596,78" alt="">
</map>
<table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<tr><td colspan="2"><br><h2>Namespaces</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">namespace &nbsp;</td><td class="memItemRight" valign="bottom"><b>QuantLib</b></td></tr>

<tr><td colspan="2"><br><h2>Classes</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_exercise.html">Exercise</a></td></tr>

<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Base exercise class.  <a href="class_quant_lib_1_1_exercise.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_early_exercise.html">EarlyExercise</a></td></tr>

<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Early-exercise base class.  <a href="class_quant_lib_1_1_early_exercise.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_american_exercise.html">AmericanExercise</a></td></tr>

<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">American exercise.  <a href="class_quant_lib_1_1_american_exercise.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bermudan_exercise.html">BermudanExercise</a></td></tr>

<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Bermudan exercise.  <a href="class_quant_lib_1_1_bermudan_exercise.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_european_exercise.html">EuropeanExercise</a></td></tr>

<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">European exercise.  <a href="class_quant_lib_1_1_european_exercise.html#_details">More...</a><br></td></tr>
</table>

</div>

<div class="footer">

<table align="top" width="100%">
<tr>
<td align="middle" width="33%">
<strong>QuantLib.org</strong><br>
<a href="http://quantlib.org/">
<img src="QL-small.jpg" alt="QuantLib" align="middle" border=0>
</a>
</td>
<td align="middle" width="33%">
<strong>Hosted by</strong><br>
<a href="http://sourceforge.net"><img src=
"sfnetlogo.png" width="88" height="31"
border="0" alt="SourceForge.net Logo"></a>
</td>
<td align="middle" width="33%">
<strong>Documentation generated by</strong><br>
<a href="http://www.doxygen.org">
<img src="doxygen.png" alt="doxygen" align="middle" border=0 width=110 height=53>
</a></td>
</tr>
</table>
</div>

</div>

</body>
</html>