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  • Committer: Bazaar Package Importer
  • Author(s): Dirk Eddelbuettel
  • Date: 2005-05-02 22:35:36 UTC
  • mfrom: (1.2.1 upstream) (2.1.1 hoary)
  • Revision ID: james.westby@ubuntu.com-20050502223536-yp0xshf1us9u76dn
Tags: 0.3.9-1
* New upstream release 0.3.9 announced today
* As before, re-packaged upstream file QuantLib-docs-0.3.9.html.tar.gz 
  as described in the copyright file included with the Debian package.

* debian/watch: Added watch file

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html/class_quant_lib_1_1_tree_cap_floor_engine.html
 
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<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.0 Transitional//EN">
 
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<html>
 
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<head>
 
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<meta http-equiv="Content-Type" content="text/html;charset=iso-8859-1">
 
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<meta name="robots" content="none">
 
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<title>QuantLib: TreeCapFloorEngine Class Reference</title>
 
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<link rel="stylesheet" href="quantlib.css" type="text/css">
 
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<link rel="shortcut icon" href="favicon.ico" type="image/x-icon">
 
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<link rel="icon" href="favicon.ico" type="image/x-icon">
 
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</head>
 
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<body>
 
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<table summary=
 
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"Layout table: navigation bar in the first cell, contents in the second cell"
 
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 class="layout">
 
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<tbody>
 
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<tr>
 
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<td class="navbar">
 
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<div class="center">
 
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    <img class= "addtopspace" src="QL-small.jpg"
 
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     alt="QuantLib Logo"></div>
 
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<h3 class="navbartitle">QuantLib 0.3.9</h3>
 
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<div class="center">
 
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    <a href="http://quantlib.org/">http://quantlib.org</a></div>
 
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<hr>
 
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<h3 class="navbartitle">Getting started</h3>
 
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<ul class="navlinklist">
 
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<li><a class="navlink" href="index.html">Introduction</a></li>
 
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<li><a class="navlink" href="overview.html">Project overview</a></li>
 
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<li><a class="navlink" href="where.html">Where to get QuantLib</a></li>
 
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<li><a class="navlink" href="install.html">Installation</a></li>
 
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<li><a class="navlink" href="config.html">Configuration</a></li>
 
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<li><a class="navlink" href="usage.html">Usage</a></li>
 
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<li><a class="navlink" href="faq.html">Frequently asked questions</a></li>
 
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<li><a class="navlink" href="history.html">Version history</a></li>
 
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<li><a class="navlink" href="resources.html">Additional resources</a></li>
 
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<li><a class="navlink" href="group.html">The QuantLib group</a></li>
 
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<li><a class="navlink" href="license.html">Copyright and license</a></li>
 
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</ul>
 
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<hr>
 
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<h3 class="navbartitle">Reference manual</h3>
 
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<ul class="navlinklist">
 
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<li><a class="navlink" href="modules.html">Modules</a></li>
 
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<li><a class="navlink" href="hierarchy.html">Class Hierarchy</a></li>
 
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<li><a class="navlink" href="annotated.html">Compound List</a></li>
 
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<li><a class="navlink" href="files.html">File List</a></li>
 
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<li><a class="navlink" href="functions.html">Compound Members</a></li>
 
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<li><a class="navlink" href="globals.html">File Members</a></li>
 
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<li><a class="navlink" href="todo.html">Todo List</a></li>
 
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<li><a class="navlink" href="bug.html">Known Bugs</a></li>
 
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<li><a class="navlink" href="test.html">Test Suite</a></li>
 
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<li><a class="navlink" href="deprecated.html">Deprecated Features</a></li>
 
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<li><a class="navlink" href="examples.html">Examples</a></li>
 
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</ul>
 
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</td>
 
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<td class="main">
 
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<!--Doxygen-generated content-->
 
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<!-- Generated by Doxygen 1.4.2 -->
 
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<div class="nav">
 
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<b>QuantLib</b>::<a class="el" href="class_quant_lib_1_1_tree_cap_floor_engine.html">TreeCapFloorEngine</a></div>
 
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<h1>TreeCapFloorEngine Class Reference<br>
 
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<small>
 
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[<a class="el" href="group__capfloorengines.html">Cap/floor engines</a>]</small>
 
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</h1><code>#include &lt;ql/PricingEngines/CapFloor/treecapfloorengine.hpp&gt;</code>
 
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<p>
 
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Inheritance diagram for TreeCapFloorEngine:<p><center><img src="class_quant_lib_1_1_tree_cap_floor_engine__inherit__graph.png" border="0" usemap="#_tree_cap_floor_engine__inherit__map" alt="Inheritance graph"></center>
 
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<area href="class_quant_lib_1_1_generic_model_engine.html" shape="rect" coords="59,233,569,257" alt="">
 
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<area href="class_quant_lib_1_1_generic_engine.html" shape="rect" coords="7,158,375,182" alt="">
 
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<area href="class_quant_lib_1_1_pricing_engine.html" shape="rect" coords="139,84,243,108" alt="">
 
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<area href="class_quant_lib_1_1_observable.html" shape="rect" coords="146,9,237,33" alt="">
 
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</map>
 
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<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center><a href="class_quant_lib_1_1_tree_cap_floor_engine-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
 
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Numerical lattice engine for cap/floors. 
 
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<p>
 
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<table border="0" cellpadding="0" cellspacing="0">
 
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<tr><td></td></tr>
 
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<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
 
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<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a0" doxytag="QuantLib::TreeCapFloorEngine::TreeCapFloorEngine"></a>
 
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&nbsp;</td><td class="memItemRight" valign="bottom"><b>TreeCapFloorEngine</b> (const boost::shared_ptr&lt; <a class="el" href="class_quant_lib_1_1_short_rate_model.html">ShortRateModel</a> &gt; &amp;model, <a class="el" href="group__types.html#ga5">Size</a> timeSteps)</td></tr>
 
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<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a1" doxytag="QuantLib::TreeCapFloorEngine::TreeCapFloorEngine"></a>
 
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&nbsp;</td><td class="memItemRight" valign="bottom"><b>TreeCapFloorEngine</b> (const boost::shared_ptr&lt; <a class="el" href="class_quant_lib_1_1_short_rate_model.html">ShortRateModel</a> &gt; &amp;model, const <a class="el" href="class_quant_lib_1_1_time_grid.html">TimeGrid</a> &amp;timeGrid)</td></tr>
 
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<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a2" doxytag="QuantLib::TreeCapFloorEngine::calculate"></a>
 
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void&nbsp;</td><td class="memItemRight" valign="bottom"><b>calculate</b> () const </td></tr>
 
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</table>
 
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</tbody>
 
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</table>
 
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<hr>
 
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<table align="top" width="100%">
 
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<td align="middle" width="33%">
 
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<strong>QuantLib.org</strong><br>
 
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<a href="http://quantlib.org/">
 
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<img src="QL-small.jpg" alt="QuantLib" align="middle" border=0>
 
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</a>
 
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</td>
 
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<td align="middle" width="33%">
 
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<strong>Hosted by</strong><br>
 
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<a href="http://sourceforge.net"><img src=
 
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"sfnetlogo.png" width="88" height="31"
 
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border="0" alt="SourceForge.net Logo"></a>
 
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</td>
 
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<td align="middle" width="33%">
 
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<strong>Documentation generated by</strong><br>
 
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<a href="http://www.doxygen.org">
 
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<img src="doxygen.png" alt="doxygen" align="middle" border=0 width=110 height=53>
 
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</a></td>
 
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</tr>
 
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</table>
 
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</body>
 
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</html>