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  • Committer: Bazaar Package Importer
  • Author(s): Dirk Eddelbuettel
  • Date: 2010-04-30 07:04:18 UTC
  • mfrom: (1.2.12 upstream) (3.1.6 sid)
  • Revision ID: james.westby@ubuntu.com-20100430070418-ciawjtn1ux4z8l7e
Tags: 1.0.1-1
* New upstream release
* As before, re-packaged upstream file QuantLib-docs-1.0.1.html.tar.gz 
  as described in the copyright file included with the Debian package.

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html/group__mcarlo.html
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<div id="container">
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<div id="header">
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<img class="titleimage"
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 src="QL-title.jpg" width="212" height="47" border="0"
 
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 src="QL-title.jpg" width="185" height="50" border="0"
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 alt="QuantLib">
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<br>
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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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</div>
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<div id="menu">
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<h3 class="navbartitle">Version 0.9.9</h3>
 
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<h3 class="navbartitle">Version 1.0.1</h3>
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<hr>
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<h1>Monte Carlo framework</h1><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>Classes</h2></td></tr>
 
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<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_longstaff_schwartz_multi_path_pricer.html">LongstaffSchwartzMultiPathPricer</a></td></tr>
 
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<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Longstaff-Schwarz path pricer for early exercise options.  <a href="class_quant_lib_1_1_longstaff_schwartz_multi_path_pricer.html#_details">More...</a><br></td></tr>
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<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_brownian_bridge.html">BrownianBridge</a></td></tr>
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<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Builds Wiener process paths using Gaussian variates.  <a href="class_quant_lib_1_1_brownian_bridge.html#_details">More...</a><br></td></tr>