methods Directory Reference

Files
file	brownianbridgepathinterpolator.cpp [code]
file	brownianbridgepathinterpolator.hpp [code]
	brownian bridge path interpolator
file	fdmblackscholesmesher.cpp [code]
	1-d mesher for the Black-Scholes process (in ln(S))
file	fdmblackscholesmesher.hpp [code]
	extended version of the QuantLib class, see the documentation for details
file	fdmblackscholesop.cpp [code]
file	fdmblackscholesop.hpp [code]
	extended version of the QuantLib class, see the documentation for details
file	fdmdefaultableequityjumpdiffusionfokkerplanckop.cpp [code]
file	fdmdefaultableequityjumpdiffusionfokkerplanckop.hpp [code]
file	fdmdefaultableequityjumpdiffusionop.cpp [code]
file	fdmdefaultableequityjumpdiffusionop.hpp [code]
file	fdmlgmop.cpp [code]
file	fdmlgmop.hpp [code]
	finite difference operator LGM model
file	fdmquantohelper.cpp [code]
file	fdmquantohelper.hpp [code]
	extended version of the QuantLib class, see the documentation for details
file	multipathgeneratorbase.cpp [code]
file	multipathgeneratorbase.hpp [code]
	base class for multi path generators
file	multipathvariategenerator.cpp [code]
file	multipathvariategenerator.hpp [code]
	multi path generators returning the generating N(0,1) variates, this is very much in parallel to the MultiPathGeneratorBase interface and derived classes, including the make function
file	pathgeneratorfactory.hpp [code]
	base class and standard implementation for path generator factories
file	projectedbufferedmultipathgenerator.cpp [code]
file	projectedbufferedmultipathgenerator.hpp [code]
	multi path generator projecting paths from a buffered state processr
file	projectedbufferedmultipathgeneratorfactory.hpp [code]
	path generator factory that builds a projected path generator
file	projectedvariatemultipathgenerator.cpp [code]
file	projectedvariatemultipathgenerator.hpp [code]
	multi path generator projecting variates from another variate generator
file	projectedvariatepathgeneratorfactory.hpp [code]
	path generator factory that builds a projected path generator