MCEuropeanHestonEngine Member List

This is the complete list of members for MCEuropeanHestonEngine, including all inherited members.

antitheticVariate_ (defined in McSimulation< MultiVariate< RNG >, S >)McSimulation< MultiVariate< RNG >, S > [protected]
arguments() const (defined in GenericEngine< OneAssetOption::arguments, OneAssetOption::results >)GenericEngine< OneAssetOption::arguments, OneAssetOption::results > [virtual]
arguments_ (defined in GenericEngine< OneAssetOption::arguments, OneAssetOption::results >)GenericEngine< OneAssetOption::arguments, OneAssetOption::results > [mutable, protected]
brownianBridge_ (defined in MCHestonEngine)MCHestonEngine [protected]
calculate() const (defined in MCHestonEngine)MCHestonEngine [virtual]
QuantLib::McSimulation< MultiVariate< RNG >, S >::calculate(Real requiredTolerance, Size requiredSamples, Size maxSamples) const McSimulation< MultiVariate< RNG >, S >
controlPathPricer() const (defined in McSimulation< MultiVariate< RNG >, S >)McSimulation< MultiVariate< RNG >, S > [protected, virtual]
controlPricingEngine() const (defined in McSimulation< MultiVariate< RNG >, S >)McSimulation< MultiVariate< RNG >, S > [protected, virtual]
controlVariate_ (defined in McSimulation< MultiVariate< RNG >, S >)McSimulation< MultiVariate< RNG >, S > [protected]
controlVariateValue() const (defined in McSimulation< MultiVariate< RNG >, S >)McSimulation< MultiVariate< RNG >, S > [protected, virtual]
errorEstimate() const McSimulation< MultiVariate< RNG >, S >
maxSamples_ (defined in MCHestonEngine)MCHestonEngine [protected]
MCEuropeanHestonEngine(Size timeSteps, Size timeStepsPerYear, bool antitheticVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed) (defined in MCEuropeanHestonEngine)MCEuropeanHestonEngine
MCHestonEngine(Size timeSteps, Size timeStepsPerYear, bool antitheticVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed) (defined in MCHestonEngine)MCHestonEngine [protected]
mcModel_ (defined in McSimulation< MultiVariate< RNG >, S >)McSimulation< MultiVariate< RNG >, S > [mutable, protected]
McSimulation(bool antitheticVariate, bool controlVariate) (defined in McSimulation< MultiVariate< RNG >, S >)McSimulation< MultiVariate< RNG >, S > [protected]
minSample_ (defined in McSimulation< MultiVariate< RNG >, S >)McSimulation< MultiVariate< RNG >, S > [protected, static]
notifyObservers()Observable
path_generator_type typedef (defined in MCHestonEngine)MCHestonEngine [protected]
path_pricer_type typedef (defined in MCEuropeanHestonEngine)MCEuropeanHestonEngine
pathGenerator() const (defined in MCHestonEngine)MCHestonEngine [protected, virtual]
pathPricer() const (defined in MCEuropeanHestonEngine)MCEuropeanHestonEngine [protected, virtual]
requiredSamples_ (defined in MCHestonEngine)MCHestonEngine [protected]
requiredTolerance_ (defined in MCHestonEngine)MCHestonEngine [protected]
reset() const (defined in GenericEngine< OneAssetOption::arguments, OneAssetOption::results >)GenericEngine< OneAssetOption::arguments, OneAssetOption::results > [virtual]
results() const (defined in GenericEngine< OneAssetOption::arguments, OneAssetOption::results >)GenericEngine< OneAssetOption::arguments, OneAssetOption::results > [virtual]
results_ (defined in GenericEngine< OneAssetOption::arguments, OneAssetOption::results >)GenericEngine< OneAssetOption::arguments, OneAssetOption::results > [mutable, protected]
sampleAccumulator(void) const McSimulation< MultiVariate< RNG >, S >
seed_ (defined in MCHestonEngine)MCHestonEngine [protected]
stats_type typedef (defined in MCHestonEngine)MCHestonEngine [protected]
timeGrid() const (defined in MCHestonEngine)MCHestonEngine [protected, virtual]
timeSteps_ (defined in MCHestonEngine)MCHestonEngine [protected]
timeStepsPerYear_ (defined in MCHestonEngine)MCHestonEngine [protected]
value(Real tolerance, Size maxSample=QL_MAX_INTEGER) const McSimulation< MultiVariate< RNG >, S >
valueWithSamples(Size samples) const McSimulation< MultiVariate< RNG >, S >
~McSimulation() (defined in McSimulation< MultiVariate< RNG >, S >)McSimulation< MultiVariate< RNG >, S > [virtual]
~Observable() (defined in Observable)Observable [virtual]
~PricingEngine() (defined in PricingEngine)PricingEngine [virtual]


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