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  • Committer: Bazaar Package Importer
  • Author(s): Dirk Eddelbuettel
  • Date: 2009-12-03 21:23:12 UTC
  • mfrom: (1.2.11 upstream) (3.1.5 sid)
  • Revision ID: james.westby@ubuntu.com-20091203212312-b5xqdch18rgr5vc5
Tags: 0.9.9-1
* New upstream release
* As before, re-packaged upstream file QuantLib-docs-0.9.9.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_f_d_bermudan_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: FDBermudanEngine Class Reference</title>
 
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<title>QuantLib: FDBermudanEngine Class Template 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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<link rel="shortcut icon" href="favicon.ico" type="image/x-icon">
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</div>
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<div id="menu">
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<h3 class="navbartitle">Version 0.9.7</h3>
 
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<h3 class="navbartitle">Version 0.9.9</h3>
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<hr>
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<h3 class="navbartitle">Getting started</h3>
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<ul class="navbarlist">
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<li class="navlink"><a href="index.html">Introduction</a></li>
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<li class="navlink"><a href="overview.html">Project overview</a></li>
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<li class="navlink"><a href="where.html">Where to get QuantLib</a></li>
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<li class="navlink"><a href="install.html">Installation</a></li>
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<li class="navlink"><a href="config.html">Configuration</a></li>
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  <div class="navpath"><b>QuantLib</b>::<a class="el" href="class_quant_lib_1_1_f_d_bermudan_engine.html">FDBermudanEngine</a>
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  </div>
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<div class="contents">
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<h1>FDBermudanEngine Class Reference<br>
 
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<h1>FDBermudanEngine Class Template Reference<br>
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<small>
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[<a class="el" href="group__vanillaengines.html">Vanilla option engines</a>]</small>
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</h1><!-- doxytag: class="QuantLib::FDBermudanEngine" --><!-- doxytag: inherits="VanillaOption::engine,QuantLib::FDMultiPeriodEngine" -->Finite-differences Bermudan engine.  
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<p>
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<code>#include &lt;ql/pricingengines/vanilla/fdbermudanengine.hpp&gt;</code>
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<p>
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Inherits VanillaOption::engine, and QuantLib::FDMultiPeriodEngine.
 
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Inherits VanillaOption::engine, and QuantLib::FDMultiPeriodEngine&lt; Scheme &gt;.
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<p>
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<p>
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</table>
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<hr><a name="_details"></a><h2>Detailed Description</h2>
 
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<h3>template&lt;template&lt; class &gt; class Scheme = CrankNicolson&gt;<br>
 
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 class QuantLib::FDBermudanEngine&lt; Scheme &gt;</h3>
 
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Finite-differences Bermudan engine. 
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<p>
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<dl compact><dt><b>Examples: </b></dt><dd>