File: fdbermudanengine_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 (121 lines) | stat: -rw-r--r-- 4,902 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
<!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/PricingEngines/Vanilla/fdbermudanengine.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/PricingEngines/Vanilla/fdbermudanengine.hpp File Reference</h1><hr><a name="_details"></a><h2>Detailed Description</h2>
finite-difference Bermudan engine 
<p>

<p>
<code>#include &lt;<a class="el" href="vanillaoption_8hpp.html">ql/Instruments/vanillaoption.hpp</a>&gt;</code><br>
<code>#include &lt;<a class="el" href="fdmultiperiodengine_8hpp.html">ql/PricingEngines/Vanilla/fdmultiperiodengine.hpp</a>&gt;</code><br>

<p>
Include dependency graph for fdbermudanengine.hpp:<p><center><img src="fdbermudanengine_8hpp__incl.png" border="0" usemap="#ql/PricingEngines/Vanilla/fdbermudanengine.hpp_map" alt=""></center>
<map name="ql/PricingEngines/Vanilla/fdbermudanengine.hpp_map">
<area href="vanillaoption_8hpp.html" shape="rect" coords="464,6,707,30" alt="">
<area href="fdmultiperiodengine_8hpp.html" shape="rect" coords="406,54,766,78" 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_f_d_bermudan_engine.html">FDBermudanEngine</a></td></tr>

<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Finite-differences Bermudan engine.  <a href="class_quant_lib_1_1_f_d_bermudan_engine.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>