Accounting Engines

Overview

functions to construct and use Accounting Engines objects.

Function List

qlAccountingEngine ()
qlAccountingEngineMultiplePathValues ()

Function Documentation

qlAccountingEngine

string returnValue
 
qlAccountingEngine(
        string ObjectId
        string MarketModelEvolver
        string Product
        double InitialNumeraireValue
        bool Permanent
        any Trigger
        bool Overwrite)

Description:

Construct an object of class AccountingEngine and return its id

Supported Platforms:

Excel, C++, Calc

Parameters

ObjectId	id of object to be created
MarketModelEvolver	MarketModelEvolver object ID.
Product	MarketModelMultiProduct object ID.
InitialNumeraireValue	initial numeraire value.
Permanent	object permanent/nonpermanent
Trigger	dependency tracking trigger
Overwrite	overwrite flag

qlAccountingEngineMultiplePathValues

void returnValue
 
qlAccountingEngineMultiplePathValues(
        string ObjectId
        string SequenceStats
        long Paths
        any Trigger)

Description:

return multiple path values.

Supported Platforms:

Excel, Calc

Parameters

ObjectId	id of existing QuantLib::AccountingEngine object
SequenceStats	Sequence Statistics object ID.
Paths	number of paths.
Trigger	dependency tracking trigger