- QuantLib
- PathwiseVegasOuterAccountingEngine
multiplePathValues(std::vector< Real > &means, std::vector< Real > &errors, Size numberOfPaths) | PathwiseVegasOuterAccountingEngine | |
multiplePathValuesElementary(std::vector< Real > &means, std::vector< Real > &errors, Size numberOfPaths) | PathwiseVegasOuterAccountingEngine | |
PathwiseVegasOuterAccountingEngine(const boost::shared_ptr< LogNormalFwdRateEuler > &evolver, const Clone< MarketModelPathwiseMultiProduct > &product, const boost::shared_ptr< MarketModel > &pseudoRootStructure, const std::vector< std::vector< Matrix > > &VegaBumps, Real initialNumeraireValue) (defined in PathwiseVegasOuterAccountingEngine) | PathwiseVegasOuterAccountingEngine |