Titlebook: Uncertain Volatility Models; Theory and Applicati Robert Buff Book 2002 Springer-Verlag Berlin Heidelberg 2002 Mathematica.Uncertain volati

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The Class Hierarchy of MtgLib—InternalMost classes in MtgLib are internal—not visible through the scripting lan- guage, of which an example is given in Fig. 11.1. In this section, we discuss the most important category of internal classes: compute engines.

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The Scripting Language MtgScriptThis chapter describes the syntax of Mtg’s own scripting language, MtgScript. MtgScript is used to describe external objects in the library MtgLib. (The existence of MtgScript is a bit unfortunate: a new implementation would rely on a format based on XML.)

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