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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_upper_bound_engine.html">UpperBoundEngine</a></div>
<h1>UpperBoundEngine Class Reference</h1><!-- doxytag: class="QuantLib::UpperBoundEngine" --><code>#include <ql/models/marketmodels/callability/upperboundengine.hpp></code>
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<a href="class_quant_lib_1_1_upper_bound_engine-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Market-model engine for upper-bound estimation.
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<dl class="pre" compact><dt><b>Precondition:</b></dt><dd>product and hedge must have the same rate times and exercise times </dd></dl>
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<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="22dcbb9d0595a1a70ecb0f472ef84258"></a><!-- doxytag: member="QuantLib::UpperBoundEngine::UpperBoundEngine" ref="22dcbb9d0595a1a70ecb0f472ef84258" args="(const boost::shared_ptr< MarketModelEvolver > &evolver, const std::vector< boost::shared_ptr< MarketModelEvolver > > &innerEvolvers, const MarketModelMultiProduct &underlying, const MarketModelExerciseValue &rebate, const MarketModelMultiProduct &hedge, const MarketModelExerciseValue &hedgeRebate, const ExerciseStrategy< CurveState > &hedgeStrategy, Real initialNumeraireValue)" -->
</td><td class="memItemRight" valign="bottom"><b>UpperBoundEngine</b> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_market_model_evolver.html">MarketModelEvolver</a> > &evolver, const std::vector< boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_market_model_evolver.html">MarketModelEvolver</a> > > &innerEvolvers, const <a class="el" href="class_quant_lib_1_1_market_model_multi_product.html">MarketModelMultiProduct</a> &underlying, const MarketModelExerciseValue &rebate, const <a class="el" href="class_quant_lib_1_1_market_model_multi_product.html">MarketModelMultiProduct</a> &hedge, const MarketModelExerciseValue &hedgeRebate, const ExerciseStrategy< <a class="el" href="class_quant_lib_1_1_curve_state.html">CurveState</a> > &hedgeStrategy, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> initialNumeraireValue)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f7c2a28148a4b96f48a7414ff67370d8"></a><!-- doxytag: member="QuantLib::UpperBoundEngine::multiplePathValues" ref="f7c2a28148a4b96f48a7414ff67370d8" args="(Statistics &stats, Size outerPaths, Size innerPaths)" -->
void </td><td class="memItemRight" valign="bottom"><b>multiplePathValues</b> (<a class="el" href="class_quant_lib_1_1_generic_risk_statistics.html">Statistics</a> &stats, <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> outerPaths, <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> innerPaths)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f79ac18cb0d95ecab3070244d7e461c6"></a><!-- doxytag: member="QuantLib::UpperBoundEngine::singlePathValue" ref="f79ac18cb0d95ecab3070244d7e461c6" args="(Size innerPaths)" -->
std::pair< <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > </td><td class="memItemRight" valign="bottom"><b>singlePathValue</b> (<a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> innerPaths)</td></tr>
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