← Back to branch summary

~ubuntu-branches/ubuntu/wily/quantlib-refman-html/wily

« back to all changes in this revision

Viewing changes to html/class_quant_lib_1_1_make_m_c_performance_engine.html

  • Committer: Package Import Robot
  • Author(s): Dirk Eddelbuettel
  • Date: 2015-07-12 10:50:34 UTC
  • mfrom: (1.2.15)
  • Revision ID: package-import@ubuntu.com-20150712105034-pejpkaou89lhme9j
Tags: 1.6-1
* 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/rules: Added target 'patch' to sustitute reference to external
  MathJax.js with a local file URI.
* debian/control: Added Suggests: on libjs-mathjax and javascript-common

* debian/missing-sources/jquery.js: Added

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

Show diffs side-by-side

added added

removed removed

Lines of Context:
html/class_quant_lib_1_1_make_m_c_performance_engine.html
1
 
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
2
 
<html>
 
1
<!-- HTML header for doxygen 1.8.9.1-->
 
2
<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd">
 
3
<html xmlns="http://www.w3.org/1999/xhtml">
3
4
<head>
4
 
<meta http-equiv="Content-Type" content="text/html;charset=UTF-8">
5
 
<meta name="robots" content="none">
6
 
<title>MakeMCPerformanceEngine&lt; RNG, S &gt; Class Template Reference</title>
7
 
<link rel="stylesheet" href="quantlib.css" type="text/css">
8
 
<link rel="stylesheet" href="print.css" type="text/css" media="print">
9
 
<link rel="shortcut icon" href="favicon.ico" type="image/x-icon">
10
 
<link rel="icon" href="favicon.ico" type="image/x-icon">
 
5
<meta http-equiv="Content-Type" content="text/xhtml;charset=UTF-8"/>
 
6
<meta http-equiv="X-UA-Compatible" content="IE=9"/>
 
7
<meta name="generator" content="Doxygen 1.8.9.1"/>
 
8
<title>QuantLib: MakeMCPerformanceEngine&lt; RNG, S &gt; Class Template Reference</title>
 
9
<link href='http://fonts.googleapis.com/css?family=Merriweather+Sans:800' rel='stylesheet' type='text/css'>
 
10
<link href="tabs.css" rel="stylesheet" type="text/css"/>
 
11
<script type="text/javascript" src="jquery.js"></script>
 
12
<script type="text/javascript" src="dynsections.js"></script>
 
13
<link href="search/search.css" rel="stylesheet" type="text/css"/>
 
14
<script type="text/javascript" src="search/search.js"></script>
 
15
<script type="text/javascript">
 
16
  $(document).ready(function() {
 
17
    if ($('.searchresults').length > 0) { searchBox.DOMSearchField().focus(); }
 
18
  });
 
19
</script>
 
20
<link rel="search" href="search_opensearch.php?v=opensearch.xml" type="application/opensearchdescription+xml" title="QuantLib"/>
 
21
<script type="text/x-mathjax-config">
 
22
  MathJax.Hub.Config({
 
23
    extensions: ["tex2jax.js"],
 
24
    jax: ["input/TeX","output/HTML-CSS"],
 
25
});
 
26
</script><script src="file://usr/share/javascript/mathjax/MathJax.js"></script>
 
27
<link href="doxygen.css" rel="stylesheet" type="text/css" />
 
28
<link href="quantlibextra.css" rel="stylesheet" type="text/css"/>
11
29
</head>
12
30
<body>
13
 
 
14
 
<div id="container">
15
 
<div id="header">
16
 
<img class="titleimage"
17
 
 src="QL-title.jpg" width="185" height="50" border="0"
18
 
 alt="QuantLib">
19
 
<br>
20
 
<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
21
 
</div>
22
 
<div id="menu">
23
 
 
24
 
<h3 class="navbartitle">Version 1.2</h3>
25
 
 
26
 
<hr>
27
 
 
28
 
<h3 class="navbartitle">Getting started</h3>
29
 
<ul class="navbarlist">
30
 
<li class="navlink"><a href="index.html">Introduction</a></li>
31
 
<li class="navlink"><a href="where.html">Where to get QuantLib</a></li>
32
 
<li class="navlink"><a href="install.html">Installation</a></li>
33
 
<li class="navlink"><a href="config.html">Configuration</a></li>
34
 
<li class="navlink"><a href="usage.html">Usage</a></li>
35
 
<li class="navlink"><a href="history.html">Version history</a></li>
36
 
<li class="navlink"><a href="resources.html">Additional resources</a></li>
37
 
<li class="navlink"><a href="group.html">The QuantLib group</a></li>
38
 
<li class="navlink"><a href="license.html">Copyright and license</a></li>
39
 
</ul>
40
 
 
41
 
<hr>
42
 
 
43
 
<h3 class="navbartitle">Reference manual</h3>
44
 
<ul class="navbarlist">
45
 
<li class="navlink"><a href="modules.html">Modules</a></li>
46
 
<li class="navlink"><a href="hierarchy.html">Class Hierarchy</a></li>
47
 
<li class="navlink"><a href="annotated.html">Compound List</a></li>
48
 
<li class="navlink"><a href="files.html">File List</a></li>
49
 
<li class="navlink"><a href="functions.html">Compound Members</a></li>
50
 
<li class="navlink"><a href="globals.html">File Members</a></li>
51
 
<li class="navlink"><a href="todo.html">Todo List</a></li>
52
 
<li class="navlink"><a href="bug.html">Known Bugs</a></li>
53
 
<li class="navlink"><a href="caveats.html">Caveats</a></li>
54
 
<li class="navlink"><a href="test.html">Test Suite</a></li>
55
 
<li class="navlink"><a href="examples.html">Examples</a></li>
56
 
</ul>
57
 
</div>
58
 
 
59
 
<div id="content">
60
 
<!--Doxygen-generated content-->
61
 
 
62
 
<!-- Generated by Doxygen 1.7.6.1 -->
63
 
  <div id="nav-path" class="navpath">
64
 
    <ul>
65
 
      <li class="navelem"><b>QuantLib</b>      </li>
66
 
      <li class="navelem"><a class="el" href="class_quant_lib_1_1_make_m_c_performance_engine.html">MakeMCPerformanceEngine</a>      </li>
67
 
    </ul>
68
 
  </div>
69
 
</div>
 
31
<div id="top"><!-- do not remove this div, it is closed by doxygen! -->
 
32
<div id="titlearea">
 
33
<table cellspacing="0" cellpadding="0">
 
34
 <tbody>
 
35
 <tr style="height: 56px;">
 
36
  <td style="padding-left: 0.5em;">
 
37
   <div id="projectname"><a href="http://quantlib.org">
 
38
       <img alt="QuantLib" src="QL-title.jpg"></a>
 
39
   <div id="projectbrief">A free/open-source library for quantitative finance</div>
 
40
   <div id="projectnumber">Reference manual - version 1.6</div>
 
41
   </div>
 
42
  </td>
 
43
 </tr>
 
44
 </tbody>
 
45
</table>
 
46
</div>
 
47
<!-- end header part -->
 
48
<!-- Generated by Doxygen 1.8.9.1 -->
 
49
<script type="text/javascript">
 
50
var searchBox = new SearchBox("searchBox", "search",false,'Search');
 
51
</script>
 
52
  <div id="navrow1" class="tabs">
 
53
    <ul class="tablist">
 
54
      <li><a href="index.html"><span>Main&#160;Page</span></a></li>
 
55
      <li><a href="pages.html"><span>Related&#160;Pages</span></a></li>
 
56
      <li><a href="modules.html"><span>Modules</span></a></li>
 
57
      <li class="current"><a href="annotated.html"><span>Classes</span></a></li>
 
58
      <li><a href="examples.html"><span>Examples</span></a></li>
 
59
      <li>
 
60
        <div id="MSearchBox" class="MSearchBoxInactive">
 
61
          <div class="left">
 
62
            <form id="FSearchBox" action="search.php" method="get">
 
63
              <img id="MSearchSelect" src="search/mag.png" alt=""/>
 
64
              <input type="text" id="MSearchField" name="query" value="Search" size="20" accesskey="S" 
 
65
                     onfocus="searchBox.OnSearchFieldFocus(true)" 
 
66
                     onblur="searchBox.OnSearchFieldFocus(false)"/>
 
67
            </form>
 
68
          </div><div class="right"></div>
 
69
        </div>
 
70
      </li>
 
71
    </ul>
 
72
  </div>
 
73
  <div id="navrow2" class="tabs2">
 
74
    <ul class="tablist">
 
75
      <li><a href="annotated.html"><span>Class&#160;List</span></a></li>
 
76
      <li><a href="classes.html"><span>Class&#160;Index</span></a></li>
 
77
      <li><a href="inherits.html"><span>Class&#160;Hierarchy</span></a></li>
 
78
      <li><a href="functions.html"><span>Class&#160;Members</span></a></li>
 
79
    </ul>
 
80
  </div>
 
81
<div id="nav-path" class="navpath">
 
82
  <ul>
 
83
<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_make_m_c_performance_engine.html">MakeMCPerformanceEngine</a></li>  </ul>
 
84
</div>
 
85
</div><!-- top -->
70
86
<div class="header">
71
87
  <div class="summary">
72
 
<a href="#pub-methods">Public Member Functions</a>  </div>
 
88
<a href="#pub-methods">Public Member Functions</a> &#124;
 
89
<a href="class_quant_lib_1_1_make_m_c_performance_engine-members.html">List of all members</a>  </div>
73
90
  <div class="headertitle">
74
91
<div class="title">MakeMCPerformanceEngine&lt; RNG, S &gt; Class Template Reference</div>  </div>
75
92
</div><!--header-->
76
93
<div class="contents">
77
 
<!-- doxytag: class="QuantLib::MakeMCPerformanceEngine" -->
 
94
 
78
95
<p>Monte Carlo performance-option engine factory.  
79
96
 <a href="class_quant_lib_1_1_make_m_c_performance_engine.html#details">More...</a></p>
80
97
 
81
98
<p><code>#include &lt;ql/pricingengines/cliquet/mcperformanceengine.hpp&gt;</code></p>
82
 
 
83
 
<p><a href="class_quant_lib_1_1_make_m_c_performance_engine-members.html">List of all members.</a></p>
84
99
<table class="memberdecls">
85
 
<tr><td colspan="2"><h2><a name="pub-methods"></a>
 
100
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-methods"></a>
86
101
Public Member Functions</h2></td></tr>
87
 
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af7586fe72d6e96e21ffc0ff23254bae5"></a><!-- doxytag: member="QuantLib::MakeMCPerformanceEngine::MakeMCPerformanceEngine" ref="af7586fe72d6e96e21ffc0ff23254bae5" args="(const boost::shared_ptr&lt; GeneralizedBlackScholesProcess &gt; &amp;)" -->
 
102
<tr class="memitem:af7586fe72d6e96e21ffc0ff23254bae5"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af7586fe72d6e96e21ffc0ff23254bae5"></a>
88
103
&#160;</td><td class="memItemRight" valign="bottom"><b>MakeMCPerformanceEngine</b> (const boost::shared_ptr&lt; <a class="el" href="class_quant_lib_1_1_generalized_black_scholes_process.html">GeneralizedBlackScholesProcess</a> &gt; &amp;)</td></tr>
89
 
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a643b62a8abcfd9d7525eb0d0743ef870"></a><!-- doxytag: member="QuantLib::MakeMCPerformanceEngine::withBrownianBridge" ref="a643b62a8abcfd9d7525eb0d0743ef870" args="(bool b=true)" -->
 
104
<tr class="separator:af7586fe72d6e96e21ffc0ff23254bae5"><td class="memSeparator" colspan="2">&#160;</td></tr>
 
105
<tr class="memitem:a643b62a8abcfd9d7525eb0d0743ef870"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a643b62a8abcfd9d7525eb0d0743ef870"></a>
90
106
<a class="el" href="class_quant_lib_1_1_make_m_c_performance_engine.html">MakeMCPerformanceEngine</a> &amp;&#160;</td><td class="memItemRight" valign="bottom"><b>withBrownianBridge</b> (bool b=true)</td></tr>
91
 
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4b1fd66e4ec047e4794b8955b9a1b482"></a><!-- doxytag: member="QuantLib::MakeMCPerformanceEngine::withAntitheticVariate" ref="a4b1fd66e4ec047e4794b8955b9a1b482" args="(bool b=true)" -->
 
107
<tr class="separator:a643b62a8abcfd9d7525eb0d0743ef870"><td class="memSeparator" colspan="2">&#160;</td></tr>
 
108
<tr class="memitem:a4b1fd66e4ec047e4794b8955b9a1b482"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4b1fd66e4ec047e4794b8955b9a1b482"></a>
92
109
<a class="el" href="class_quant_lib_1_1_make_m_c_performance_engine.html">MakeMCPerformanceEngine</a> &amp;&#160;</td><td class="memItemRight" valign="bottom"><b>withAntitheticVariate</b> (bool b=true)</td></tr>
93
 
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad7a9e0d11f503eeec1d2666f080dba42"></a><!-- doxytag: member="QuantLib::MakeMCPerformanceEngine::withSamples" ref="ad7a9e0d11f503eeec1d2666f080dba42" args="(Size samples)" -->
 
110
<tr class="separator:a4b1fd66e4ec047e4794b8955b9a1b482"><td class="memSeparator" colspan="2">&#160;</td></tr>
 
111
<tr class="memitem:ad7a9e0d11f503eeec1d2666f080dba42"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad7a9e0d11f503eeec1d2666f080dba42"></a>
94
112
<a class="el" href="class_quant_lib_1_1_make_m_c_performance_engine.html">MakeMCPerformanceEngine</a> &amp;&#160;</td><td class="memItemRight" valign="bottom"><b>withSamples</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> samples)</td></tr>
95
 
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa03fd69f617b54f8b907614055d8681a"></a><!-- doxytag: member="QuantLib::MakeMCPerformanceEngine::withAbsoluteTolerance" ref="aa03fd69f617b54f8b907614055d8681a" args="(Real tolerance)" -->
 
113
<tr class="separator:ad7a9e0d11f503eeec1d2666f080dba42"><td class="memSeparator" colspan="2">&#160;</td></tr>
 
114
<tr class="memitem:aa03fd69f617b54f8b907614055d8681a"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa03fd69f617b54f8b907614055d8681a"></a>
96
115
<a class="el" href="class_quant_lib_1_1_make_m_c_performance_engine.html">MakeMCPerformanceEngine</a> &amp;&#160;</td><td class="memItemRight" valign="bottom"><b>withAbsoluteTolerance</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> tolerance)</td></tr>
97
 
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="acd68041f774dad2a15b433bec43592de"></a><!-- doxytag: member="QuantLib::MakeMCPerformanceEngine::withMaxSamples" ref="acd68041f774dad2a15b433bec43592de" args="(Size samples)" -->
 
116
<tr class="separator:aa03fd69f617b54f8b907614055d8681a"><td class="memSeparator" colspan="2">&#160;</td></tr>
 
117
<tr class="memitem:acd68041f774dad2a15b433bec43592de"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="acd68041f774dad2a15b433bec43592de"></a>
98
118
<a class="el" href="class_quant_lib_1_1_make_m_c_performance_engine.html">MakeMCPerformanceEngine</a> &amp;&#160;</td><td class="memItemRight" valign="bottom"><b>withMaxSamples</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> samples)</td></tr>
99
 
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="abea041936981ea692f63f6d4e47b97e9"></a><!-- doxytag: member="QuantLib::MakeMCPerformanceEngine::withSeed" ref="abea041936981ea692f63f6d4e47b97e9" args="(BigNatural seed)" -->
100
 
<a class="el" href="class_quant_lib_1_1_make_m_c_performance_engine.html">MakeMCPerformanceEngine</a> &amp;&#160;</td><td class="memItemRight" valign="bottom"><b>withSeed</b> (BigNatural seed)</td></tr>
101
 
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a9fba5728f2e7e979edc8fce741709a97"></a><!-- doxytag: member="QuantLib::MakeMCPerformanceEngine::operator boost::shared_ptr&lt; PricingEngine &gt;" ref="a9fba5728f2e7e979edc8fce741709a97" args="() const " -->
 
119
<tr class="separator:acd68041f774dad2a15b433bec43592de"><td class="memSeparator" colspan="2">&#160;</td></tr>
 
120
<tr class="memitem:abea041936981ea692f63f6d4e47b97e9"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="abea041936981ea692f63f6d4e47b97e9"></a>
 
121
<a class="el" href="class_quant_lib_1_1_make_m_c_performance_engine.html">MakeMCPerformanceEngine</a> &amp;&#160;</td><td class="memItemRight" valign="bottom"><b>withSeed</b> (<a class="el" href="namespace_quant_lib.html#ae3df3f13e67885465f4e359b3bffa4e6">BigNatural</a> seed)</td></tr>
 
122
<tr class="separator:abea041936981ea692f63f6d4e47b97e9"><td class="memSeparator" colspan="2">&#160;</td></tr>
 
123
<tr class="memitem:a9fba5728f2e7e979edc8fce741709a97"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a9fba5728f2e7e979edc8fce741709a97"></a>
102
124
&#160;</td><td class="memItemRight" valign="bottom"><b>operator boost::shared_ptr&lt; PricingEngine &gt;</b> () const </td></tr>
 
125
<tr class="separator:a9fba5728f2e7e979edc8fce741709a97"><td class="memSeparator" colspan="2">&#160;</td></tr>
103
126
</table>
104
 
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
105
 
<div class="textblock"><h3>template&lt;class RNG = PseudoRandom, class S = Statistics&gt;<br/>
 
127
<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
 
128
<div class="textblock"><h3>template&lt;class RNG = PseudoRandom, class S = Statistics&gt;<br />
106
129
class QuantLib::MakeMCPerformanceEngine&lt; RNG, S &gt;</h3>
107
130
 
108
131
<p>Monte Carlo performance-option engine factory. </p>
109
132
</div></div><!-- contents -->
110
 
 
111
 
</div>
112
 
 
113
 
<div class="footer">
114
 
<div class="endmatter">
115
 
Documentation generated by
116
 
<a href="http://www.doxygen.org">Doxygen</a> 1.7.6.1
117
 
</div>
118
 
</div>
119
 
 
120
 
</div>
121
 
 
 
133
<!-- HTML footer for doxygen 1.8.9.1-->
 
134
<!-- start footer part -->
 
135
<hr class="footer"/><address class="footer"><small>
 
136
Generated by <a href="http://www.doxygen.org/index.html">Doxygen</a>
 
137
1.8.9.1
 
138
</small></address>
122
139
</body>
123
140
</html>