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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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<!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: Class Members - Functions</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="qindex"> | <a class="qindex" href="functions.html">All</a> | <a class="qindexHL" href="functions_func.html">Functions</a> | <a class="qindex" href="functions_vars.html">Variables</a> | <a class="qindex" href="functions_type.html">Typedefs</a> | <a class="qindex" href="functions_enum.html">Enumerations</a> | <a class="qindex" href="functions_eval.html">Enumeration&nbsp;values</a></div>
 
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<div class="qindex"><a class="qindex" href="functions_func.html#index_a">a</a> | <a class="qindex" href="functions_func_0x62.html#index_b">b</a> | <a class="qindex" href="functions_func_0x63.html#index_c">c</a> | <a class="qindex" href="functions_func_0x64.html#index_d">d</a> | <a class="qindex" href="functions_func_0x65.html#index_e">e</a> | <a class="qindex" href="functions_func_0x66.html#index_f">f</a> | <a class="qindex" href="functions_func_0x67.html#index_g">g</a> | <a class="qindex" href="functions_func_0x68.html#index_h">h</a> | <a class="qindex" href="functions_func_0x69.html#index_i">i</a> | <a class="qindex" href="functions_func_0x6b.html#index_k">k</a> | <a class="qindex" href="functions_func_0x6c.html#index_l">l</a> | <a class="qindex" href="functions_func_0x6d.html#index_m">m</a> | <a class="qindex" href="functions_func_0x6e.html#index_n">n</a> | <a class="qindex" href="functions_func_0x6f.html#index_o">o</a> | <a class="qindex" href="functions_func_0x70.html#index_p">p</a> | <a class="qindex" href="functions_func_0x72.html#index_r">r</a> | <a class="qindexHL" href="functions_func_0x73.html#index_s">s</a> | <a class="qindex" href="functions_func_0x74.html#index_t">t</a> | <a class="qindex" href="functions_func_0x75.html#index_u">u</a> | <a class="qindex" href="functions_func_0x76.html#index_v">v</a> | <a class="qindex" href="functions_func_0x77.html#index_w">w</a> | <a class="qindex" href="functions_func_0x78.html#index_x">x</a> | <a class="qindex" href="functions_func_0x79.html#index_y">y</a> | <a class="qindex" href="functions_func_0x7a.html#index_z">z</a> | <a class="qindex" href="functions_func_0x7e.html#index_~">~</a></div>
 
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<p>
 
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<p>
 
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<h3><a class="anchor" name="index_s">- s -</a></h3><ul>
 
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<li>sampleAccumulator()
 
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: <a class="el" href="class_quant_lib_1_1_mc_simulation.html#a4">McSimulation</a>, <a class="el" href="class_quant_lib_1_1_mc_pricer.html#a4">McPricer</a><li>samples()
 
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: <a class="el" href="class_quant_lib_1_1_incremental_statistics.html#z99_0">IncrementalStatistics</a>, <a class="el" href="class_quant_lib_1_1_general_statistics.html#z97_0">GeneralStatistics</a><li>searchDirection()
 
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: <a class="el" href="class_quant_lib_1_1_optimization_method.html#a11">OptimizationMethod</a><li>semiDeviation()
 
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: <a class="el" href="class_quant_lib_1_1_generic_risk_statistics.html#a1">GenericRiskStatistics</a><li>semiVariance()
 
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: <a class="el" href="class_quant_lib_1_1_generic_risk_statistics.html#a0">GenericRiskStatistics</a><li>sensitivity()
 
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: <a class="el" href="class_quant_lib_1_1_swap.html#z79_4">Swap</a><li>setEndCriteria()
 
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: <a class="el" href="class_quant_lib_1_1_optimization_method.html#a3">OptimizationMethod</a><li>setEvaluationDate()
 
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: <a class="el" href="class_quant_lib_1_1_settings.html#z145_1">Settings</a><li>setInitialValue()
 
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: <a class="el" href="class_quant_lib_1_1_optimization_method.html#a2">OptimizationMethod</a><li>setLowerBound()
 
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: <a class="el" href="class_quant_lib_1_1_solver1_d.html#z146_3">Solver1D</a><li>setMaxEvaluations()
 
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: <a class="el" href="class_quant_lib_1_1_solver1_d.html#z146_2">Solver1D</a><li>setPricingEngine()
 
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: <a class="el" href="class_quant_lib_1_1_instrument.html#z65_0">Instrument</a><li>setTermStructure()
 
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: <a class="el" href="class_quant_lib_1_1_swap_rate_helper.html#a4">SwapRateHelper</a>, <a class="el" href="class_quant_lib_1_1_fra_rate_helper.html#a4">FraRateHelper</a>, <a class="el" href="class_quant_lib_1_1_deposit_rate_helper.html#a4">DepositRateHelper</a>, <a class="el" href="class_quant_lib_1_1_rate_helper.html#z169_4">RateHelper</a><li>setTime()
 
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: <a class="el" href="class_quant_lib_1_1_dirichlet_b_c.html#a5">DirichletBC</a>, <a class="el" href="class_quant_lib_1_1_neumann_b_c.html#a5">NeumannBC</a>, <a class="el" href="class_quant_lib_1_1_boundary_condition.html#a5">BoundaryCondition</a><li>setupArguments()
 
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: <a class="el" href="class_quant_lib_1_1_swaption.html#a2">Swaption</a>, <a class="el" href="class_quant_lib_1_1_simple_swap.html#a11">SimpleSwap</a>, <a class="el" href="class_quant_lib_1_1_quanto_vanilla_option.html#a1">QuantoVanillaOption</a>, <a class="el" href="class_quant_lib_1_1_quanto_forward_vanilla_option.html#a1">QuantoForwardVanillaOption</a>, <a class="el" href="class_quant_lib_1_1_one_asset_striked_option.html#a1">OneAssetStrikedOption</a>, <a class="el" href="class_quant_lib_1_1_one_asset_option.html#a2">OneAssetOption</a>, <a class="el" href="class_quant_lib_1_1_multi_asset_option.html#a1">MultiAssetOption</a>, <a class="el" href="class_quant_lib_1_1_forward_vanilla_option.html#a1">ForwardVanillaOption</a>, <a class="el" href="class_quant_lib_1_1_dividend_vanilla_option.html#b0">DividendVanillaOption</a>, <a class="el" href="class_quant_lib_1_1_cliquet_option.html#a1">CliquetOption</a>, <a class="el" href="class_quant_lib_1_1_cap_floor.html#a1">CapFloor</a>, <a class="el" href="class_quant_lib_1_1_basket_option.html#a1">BasketOption</a>, <a class="el" href="class_quant_lib_1_1_barrier_option.html#a1">BarrierOption</a>, <a class="el" href="class_quant_lib_1_1_discrete_averaging_asian_option.html#a1">DiscreteAveragingAsianOption</a>, <a class="el" href="class_quant_lib_1_1_continuous_averaging_asian_option.html#a1">ContinuousAveragingAsianOption</a>, <a class="el" href="class_quant_lib_1_1_instrument.html#a1">Instrument</a><li>setupExpired()
 
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: <a class="el" href="class_quant_lib_1_1_swap.html#b0">Swap</a>, <a class="el" href="class_quant_lib_1_1_quanto_vanilla_option.html#b0">QuantoVanillaOption</a>, <a class="el" href="class_quant_lib_1_1_one_asset_option.html#b0">OneAssetOption</a>, <a class="el" href="class_quant_lib_1_1_multi_asset_option.html#b0">MultiAssetOption</a>, <a class="el" href="class_quant_lib_1_1_instrument.html#z66_1">Instrument</a><li>setUpperBound()
 
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: <a class="el" href="class_quant_lib_1_1_solver1_d.html#z146_4">Solver1D</a><li>shortfall()
 
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: <a class="el" href="class_quant_lib_1_1_generic_risk_statistics.html#a8">GenericRiskStatistics</a><li>shortRate()
 
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: <a class="el" href="class_quant_lib_1_1_one_factor_model_1_1_short_rate_dynamics.html#a3">OneFactorModel::ShortRateDynamics</a><li>ShortRateTree()
 
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: <a class="el" href="class_quant_lib_1_1_two_factor_model_1_1_short_rate_tree.html#a0">TwoFactorModel::ShortRateTree</a>, <a class="el" href="class_quant_lib_1_1_one_factor_model_1_1_short_rate_tree.html#a1">OneFactorModel::ShortRateTree</a><li>Simplex()
 
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: <a class="el" href="class_quant_lib_1_1_simplex.html#a0">Simplex</a><li>size()
 
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: <a class="el" href="class_quant_lib_1_1_least_square_problem.html#a0">LeastSquareProblem</a>, <a class="el" href="class_quant_lib_1_1_array.html#z90_0">Array</a>, <a class="el" href="class_quant_lib_1_1_history.html#z58_2">History</a><li>skewness()
 
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: <a class="el" href="class_quant_lib_1_1_incremental_statistics.html#z99_8">IncrementalStatistics</a>, <a class="el" href="class_quant_lib_1_1_general_statistics.html#z97_7">GeneralStatistics</a><li>SobolRsg()
 
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: <a class="el" href="class_quant_lib_1_1_sobol_rsg.html#a0">SobolRsg</a><li>solve()
 
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: <a class="el" href="class_quant_lib_1_1_solver1_d.html#z146_1">Solver1D</a><li>solveFor()
 
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: <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html#z54_1">TridiagonalOperator</a><li>SOR()
 
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: <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html#z54_2">TridiagonalOperator</a><li>sort()
 
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: <a class="el" href="class_quant_lib_1_1_general_statistics.html#z98_4">GeneralStatistics</a><li>source()
 
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: <a class="el" href="class_quant_lib_1_1_exchange_rate.html#z52_0">ExchangeRate</a><li>spread()
 
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: <a class="el" href="class_quant_lib_1_1_floating_rate_coupon.html#z16_1">FloatingRateCoupon</a><li>standardDeviation()
 
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: <a class="el" href="class_quant_lib_1_1_incremental_statistics.html#z99_4">IncrementalStatistics</a>, <a class="el" href="class_quant_lib_1_1_general_statistics.html#z97_5">GeneralStatistics</a><li>standardDeviations()
 
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: <a class="el" href="class_quant_lib_1_1_covariance_decomposition.html#a2">CovarianceDecomposition</a><li>SteepestDescent()
 
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: <a class="el" href="class_quant_lib_1_1_steepest_descent.html#a1">SteepestDescent</a><li>SwaptionVolatilityStructure()
 
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: <a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html#z150_2">SwaptionVolatilityStructure</a><li>symbol()
 
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: <a class="el" href="class_quant_lib_1_1_currency.html#z41_3">Currency</a><li>SymmetricSchurDecomposition()
 
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: <a class="el" href="class_quant_lib_1_1_symmetric_schur_decomposition.html#a0">SymmetricSchurDecomposition</a></ul>
 
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</tr>
 
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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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<tr>
 
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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>