Linux Manuals session 3

QuantLib::BlackCalculator – Black 1976 calculator class. Synopsis#include <ql/pricingengines/blackcalculator.hpp> Inherited by BlackScholesCalculator. Public Member FunctionsBlackCalculator (const boost::shared_ptr< StrikedTypePayoff > &payoff, Real forward, Real stdDev, Real discount=1.0) Real value () const Real deltaForward () const virtual Real delta (Real spot) const Real elasticityForward () const virtual Real elasticity (Real spot) const Real gammaForward () const virtual Real…

ql/math/interpolations/multicubicspline.hpp – N-dimensional cubic spline interpolation between discrete points. Synopsis#include <ql/errors.hpp> #include <ql/types.hpp> #include <functional> #include <vector> Classesclass MultiCubicSpline< i > N-dimensional cubic spline interpolation between discrete points. Typedefstypedef std::vector< std::vector< Real > > SplineGrid typedef DataTable< Real > base_data_table typedef Data< std::vector< Real >, EmptyArg > base_data typedef Point< Real, EmptyArg > base_arg_type typedef…

ql/math/interpolations/multicubicspline.hpp – N-dimensional cubic spline interpolation between discrete points. Synopsis#include <ql/errors.hpp> #include <ql/types.hpp> #include <functional> #include <vector> Classesclass MultiCubicSpline< i > N-dimensional cubic spline interpolation between discrete points. Typedefstypedef std::vector< std::vector< Real > > SplineGrid typedef DataTable< Real > base_data_table typedef Data< std::vector< Real >, EmptyArg > base_data typedef Point< Real, EmptyArg > base_arg_type typedef…

ql/math/interpolations/multicubicspline.hpp – N-dimensional cubic spline interpolation between discrete points. Synopsis#include <ql/errors.hpp> #include <ql/types.hpp> #include <functional> #include <vector> Classesclass MultiCubicSpline< i > N-dimensional cubic spline interpolation between discrete points. Typedefstypedef std::vector< std::vector< Real > > SplineGrid typedef DataTable< Real > base_data_table typedef Data< std::vector< Real >, EmptyArg > base_data typedef Point< Real, EmptyArg > base_arg_type typedef…

ql/math/interpolations/multicubicspline.hpp – N-dimensional cubic spline interpolation between discrete points. Synopsis#include <ql/errors.hpp> #include <ql/types.hpp> #include <functional> #include <vector> Classesclass MultiCubicSpline< i > N-dimensional cubic spline interpolation between discrete points. Typedefstypedef std::vector< std::vector< Real > > SplineGrid typedef DataTable< Real > base_data_table typedef Data< std::vector< Real >, EmptyArg > base_data typedef Point< Real, EmptyArg > base_arg_type typedef…

ql/math/interpolations/multicubicspline.hpp – N-dimensional cubic spline interpolation between discrete points. Synopsis#include <ql/errors.hpp> #include <ql/types.hpp> #include <functional> #include <vector> Classesclass MultiCubicSpline< i > N-dimensional cubic spline interpolation between discrete points. Typedefstypedef std::vector< std::vector< Real > > SplineGrid typedef DataTable< Real > base_data_table typedef Data< std::vector< Real >, EmptyArg > base_data typedef Point< Real, EmptyArg > base_arg_type typedef…

ql/math/interpolations/multicubicspline.hpp – N-dimensional cubic spline interpolation between discrete points. Synopsis#include <ql/errors.hpp> #include <ql/types.hpp> #include <functional> #include <vector> Classesclass MultiCubicSpline< i > N-dimensional cubic spline interpolation between discrete points. Typedefstypedef std::vector< std::vector< Real > > SplineGrid typedef DataTable< Real > base_data_table typedef Data< std::vector< Real >, EmptyArg > base_data typedef Point< Real, EmptyArg > base_arg_type typedef…

ql/math/interpolations/multicubicspline.hpp – N-dimensional cubic spline interpolation between discrete points. Synopsis#include <ql/errors.hpp> #include <ql/types.hpp> #include <functional> #include <vector> Classesclass MultiCubicSpline< i > N-dimensional cubic spline interpolation between discrete points. Typedefstypedef std::vector< std::vector< Real > > SplineGrid typedef DataTable< Real > base_data_table typedef Data< std::vector< Real >, EmptyArg > base_data typedef Point< Real, EmptyArg > base_arg_type typedef…

ql/math/interpolations/multicubicspline.hpp – N-dimensional cubic spline interpolation between discrete points. Synopsis#include <ql/errors.hpp> #include <ql/types.hpp> #include <functional> #include <vector> Classesclass MultiCubicSpline< i > N-dimensional cubic spline interpolation between discrete points. Typedefstypedef std::vector< std::vector< Real > > SplineGrid typedef DataTable< Real > base_data_table typedef Data< std::vector< Real >, EmptyArg > base_data typedef Point< Real, EmptyArg > base_arg_type typedef…

ql/math/interpolations/multicubicspline.hpp – N-dimensional cubic spline interpolation between discrete points. Synopsis#include <ql/errors.hpp> #include <ql/types.hpp> #include <functional> #include <vector> Classesclass MultiCubicSpline< i > N-dimensional cubic spline interpolation between discrete points. Typedefstypedef std::vector< std::vector< Real > > SplineGrid typedef DataTable< Real > base_data_table typedef Data< std::vector< Real >, EmptyArg > base_data typedef Point< Real, EmptyArg > base_arg_type typedef…

ql/math/interpolations/multicubicspline.hpp – N-dimensional cubic spline interpolation between discrete points. Synopsis#include <ql/errors.hpp> #include <ql/types.hpp> #include <functional> #include <vector> Classesclass MultiCubicSpline< i > N-dimensional cubic spline interpolation between discrete points. Typedefstypedef std::vector< std::vector< Real > > SplineGrid typedef DataTable< Real > base_data_table typedef Data< std::vector< Real >, EmptyArg > base_data typedef Point< Real, EmptyArg > base_arg_type typedef…

ql/math/interpolations/multicubicspline.hpp – N-dimensional cubic spline interpolation between discrete points. Synopsis#include <ql/errors.hpp> #include <ql/types.hpp> #include <functional> #include <vector> Classesclass MultiCubicSpline< i > N-dimensional cubic spline interpolation between discrete points. Typedefstypedef std::vector< std::vector< Real > > SplineGrid typedef DataTable< Real > base_data_table typedef Data< std::vector< Real >, EmptyArg > base_data typedef Point< Real, EmptyArg > base_arg_type typedef…

ql/math/interpolations/multicubicspline.hpp – N-dimensional cubic spline interpolation between discrete points. Synopsis#include <ql/errors.hpp> #include <ql/types.hpp> #include <functional> #include <vector> Classesclass MultiCubicSpline< i > N-dimensional cubic spline interpolation between discrete points. Typedefstypedef std::vector< std::vector< Real > > SplineGrid typedef DataTable< Real > base_data_table typedef Data< std::vector< Real >, EmptyArg > base_data typedef Point< Real, EmptyArg > base_arg_type typedef…

ql/math/interpolations/multicubicspline.hpp – N-dimensional cubic spline interpolation between discrete points. Synopsis#include <ql/errors.hpp> #include <ql/types.hpp> #include <functional> #include <vector> Classesclass MultiCubicSpline< i > N-dimensional cubic spline interpolation between discrete points. Typedefstypedef std::vector< std::vector< Real > > SplineGrid typedef DataTable< Real > base_data_table typedef Data< std::vector< Real >, EmptyArg > base_data typedef Point< Real, EmptyArg > base_arg_type typedef…

ql/math/interpolations/multicubicspline.hpp – N-dimensional cubic spline interpolation between discrete points. Synopsis#include <ql/errors.hpp> #include <ql/types.hpp> #include <functional> #include <vector> Classesclass MultiCubicSpline< i > N-dimensional cubic spline interpolation between discrete points. Typedefstypedef std::vector< std::vector< Real > > SplineGrid typedef DataTable< Real > base_data_table typedef Data< std::vector< Real >, EmptyArg > base_data typedef Point< Real, EmptyArg > base_arg_type typedef…

ql/math/interpolations/multicubicspline.hpp – N-dimensional cubic spline interpolation between discrete points. Synopsis#include <ql/errors.hpp> #include <ql/types.hpp> #include <functional> #include <vector> Classesclass MultiCubicSpline< i > N-dimensional cubic spline interpolation between discrete points. Typedefstypedef std::vector< std::vector< Real > > SplineGrid typedef DataTable< Real > base_data_table typedef Data< std::vector< Real >, EmptyArg > base_data typedef Point< Real, EmptyArg > base_arg_type typedef…

ql/math/interpolations/multicubicspline.hpp – N-dimensional cubic spline interpolation between discrete points. Synopsis#include <ql/errors.hpp> #include <ql/types.hpp> #include <functional> #include <vector> Classesclass MultiCubicSpline< i > N-dimensional cubic spline interpolation between discrete points. Typedefstypedef std::vector< std::vector< Real > > SplineGrid typedef DataTable< Real > base_data_table typedef Data< std::vector< Real >, EmptyArg > base_data typedef Point< Real, EmptyArg > base_arg_type typedef…

ql/math/interpolations/multicubicspline.hpp – N-dimensional cubic spline interpolation between discrete points. Synopsis#include <ql/errors.hpp> #include <ql/types.hpp> #include <functional> #include <vector> Classesclass MultiCubicSpline< i > N-dimensional cubic spline interpolation between discrete points. Typedefstypedef std::vector< std::vector< Real > > SplineGrid typedef DataTable< Real > base_data_table typedef Data< std::vector< Real >, EmptyArg > base_data typedef Point< Real, EmptyArg > base_arg_type typedef…

ql/math/interpolations/multicubicspline.hpp – N-dimensional cubic spline interpolation between discrete points. Synopsis#include <ql/errors.hpp> #include <ql/types.hpp> #include <functional> #include <vector> Classesclass MultiCubicSpline< i > N-dimensional cubic spline interpolation between discrete points. Typedefstypedef std::vector< std::vector< Real > > SplineGrid typedef DataTable< Real > base_data_table typedef Data< std::vector< Real >, EmptyArg > base_data typedef Point< Real, EmptyArg > base_arg_type typedef…

ql/math/interpolations/multicubicspline.hpp – N-dimensional cubic spline interpolation between discrete points. Synopsis#include <ql/errors.hpp> #include <ql/types.hpp> #include <functional> #include <vector> Classesclass MultiCubicSpline< i > N-dimensional cubic spline interpolation between discrete points. Typedefstypedef std::vector< std::vector< Real > > SplineGrid typedef DataTable< Real > base_data_table typedef Data< std::vector< Real >, EmptyArg > base_data typedef Point< Real, EmptyArg > base_arg_type typedef…