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QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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- r -
range :
EvolutionDescription
ranlux64_base_01 :
Ranlux64UniformRng< P, R >
rate_map :
DefaultEvent
reference :
step_iterator< Iterator >
result_type :
base_cubic_spline
,
base_cubic_splint
,
n_cubic_splint< X >
,
MCHestonHullWhiteEngine< RNG, S >
,
McSimulation< MC, RNG, S >
,
MCVanillaEngine< MC, RNG, S, Inst >
,
MonteCarloModel< MC, RNG, S >
,
MultiCubicSpline< i >
,
PathPricer< PathType, ValueType >
ResultMap :
FFTEngine
results :
ForwardVanillaOption
,
QuantoBarrierOption
,
QuantoDoubleBarrierOption
,
QuantoForwardVanillaOption
,
QuantoVanillaOption
return_type :
base_cubic_splint
,
n_cubic_splint< X >
,
MultiCubicSpline< i >
reverse_column_iterator :
Matrix
reverse_iterator :
Array
,
Matrix
,
Path
,
TimeBasket
reverse_row_iterator :
Matrix
rng_traits :
MonteCarloModel< MC, RNG, S >
,
MultiVariate< RNG >
,
SingleVariate< RNG >
rng_type :
GenericPseudoRandom< URNG, IC >
,
Ziggurat
row_iterator :
Matrix
rsg_type :
GenericLowDiscrepancy< URSG, IC >
,
GenericPseudoRandom< URNG, IC >
,
MultiVariate< RNG >
,
SingleVariate< RNG >
,
Ziggurat
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