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  • Committer: Package Import Robot
  • Author(s): Dirk Eddelbuettel
  • Date: 2012-03-31 10:10:45 UTC
  • mfrom: (1.2.14)
  • Revision ID: package-import@ubuntu.com-20120331101045-60ilq20a9um9bzx3
Tags: 1.2-1
* New upstream release

* As before, re-packaged upstream file QuantLib-docs-1.2.html.tar.gz 
  as described in the copyright file included with the Debian package.

* debian/control: Updated Standards-Version: to current version 

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html/class_quant_lib_1_1_analytic_performance_engine.html
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<head>
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<meta http-equiv="Content-Type" content="text/html;charset=UTF-8">
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<meta name="robots" content="none">
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<title>QuantLib: AnalyticPerformanceEngine Class Reference</title>
 
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<title>AnalyticPerformanceEngine Class Reference</title>
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<link rel="stylesheet" href="quantlib.css" type="text/css">
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<link rel="stylesheet" href="print.css" type="text/css" media="print">
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</div>
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<div id="menu">
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<h3 class="navbartitle">Version 1.1</h3>
 
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<h3 class="navbartitle">Version 1.2</h3>
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<hr>
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<div id="content">
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<!--Doxygen-generated content-->
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<!-- Generated by Doxygen 1.7.3 -->
 
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<!-- Generated by Doxygen 1.7.6.1 -->
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  <div id="nav-path" class="navpath">
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    <ul>
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      <li class="navelem"><b>QuantLib</b>      </li>
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      <li class="navelem"><a class="el" href="class_quant_lib_1_1_analytic_performance_engine.html">AnalyticPerformanceEngine</a>      </li>
 
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<div class="header">
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<a href="#pub-methods">Public Member Functions</a>  </div>
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  <div class="headertitle">
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<h1>AnalyticPerformanceEngine Class Reference<div class="ingroups"><a class="el" href="group__cliquetengines.html">Cliquet option engines</a></div></h1>  </div>
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</div>
 
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<div class="title">AnalyticPerformanceEngine Class Reference<div class="ingroups"><a class="el" href="group__cliquetengines.html">Cliquet option engines</a></div></div>  </div>
 
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</div><!--header-->
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<div class="contents">
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<!-- doxytag: class="QuantLib::AnalyticPerformanceEngine" --><!-- doxytag: inherits="QuantLib::CliquetOption::engine" -->
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<p>Pricing engine for performance options using analytical formulae.  
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<a href="#_details">More...</a></p>
 
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 <a href="class_quant_lib_1_1_analytic_performance_engine.html#details">More...</a></p>
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<p><code>#include &lt;ql/pricingengines/cliquet/analyticperformanceengine.hpp&gt;</code></p>
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<div class="dynheader">
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<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a10873979f635888606e03f9cb2d8a096"></a><!-- doxytag: member="QuantLib::AnalyticPerformanceEngine::calculate" ref="a10873979f635888606e03f9cb2d8a096" args="() const " -->
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void&#160;</td><td class="memItemRight" valign="bottom"><b>calculate</b> () const </td></tr>
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</table>
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<hr/><a name="_details"></a><h2>Detailed Description</h2>
 
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<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
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<div class="textblock"><p>Pricing engine for performance options using analytical formulae. </p>
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<dl class="test"><dt><b><a class="el" href="test.html#_test000102">Tests:</a></b></dt><dd>the correctness of the returned greeks is tested by reproducing numerical derivatives. </dd></dl>
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</div></div>
 
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<dl class="test"><dt><b><a class="el" href="test.html#_test000100">Tests:</a></b></dt><dd>the correctness of the returned greeks is tested by reproducing numerical derivatives. </dd></dl>
 
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</div></div><!-- contents -->
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Documentation generated by
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<a href="http://www.doxygen.org">Doxygen</a> 1.7.3
 
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<a href="http://www.doxygen.org">Doxygen</a> 1.7.6.1
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