kernel_mceuropeanengine.hpp File Reference

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Functions
void	kernel_mc (DtUsedInt loop_nm, DtUsedInt seed, DtUsed underlying, DtUsed volatility, DtUsed dividendYield, DtUsed riskFreeRate, DtUsed timeLength, DtUsed strike, DtUsedInt optionType, DtUsed out[OUTDEP], DtUsed requiredTolerance, DtUsedInt requiredSamples, DtUsedInt timeSteps, DtUsedInt maxSamples, bool *finished)

Function Documentation

kernel_mc()

void kernel_mc	(	DtUsedInt	loop_nm,
		DtUsedInt	seed,
		DtUsed	underlying,
		DtUsed	volatility,
		DtUsed	dividendYield,
		DtUsed	riskFreeRate,
		DtUsed	timeLength,
		DtUsed	strike,
		DtUsedInt	optionType,
		DtUsed	out[OUTDEP],
		DtUsed	requiredTolerance,
		DtUsedInt	requiredSamples,
		DtUsedInt	timeSteps,
		DtUsedInt	maxSamples,
		bool *	finished
	)

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