McSimulation Member List

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

antitheticVariate_ (defined in McSimulation)McSimulation [protected]
calculate(Real requiredTolerance, Size requiredSamples, Size maxSamples) const McSimulation
controlPathPricer() const (defined in McSimulation)McSimulation [protected, virtual]
controlPricingEngine() const (defined in McSimulation)McSimulation [protected, virtual]
controlVariate_ (defined in McSimulation)McSimulation [protected]
controlVariateValue() const (defined in McSimulation)McSimulation [protected, virtual]
errorEstimate() const McSimulation
mcModel_ (defined in McSimulation)McSimulation [mutable, protected]
McSimulation(bool antitheticVariate, bool controlVariate) (defined in McSimulation)McSimulation [protected]
minSample_ (defined in McSimulation)McSimulation [protected, static]
path_generator_type typedef (defined in McSimulation)McSimulation
path_pricer_type typedef (defined in McSimulation)McSimulation
pathGenerator() const =0 (defined in McSimulation)McSimulation [protected, pure virtual]
pathPricer() const =0 (defined in McSimulation)McSimulation [protected, pure virtual]
sampleAccumulator(void) const McSimulation
stats_type typedef (defined in McSimulation)McSimulation
timeGrid() const =0 (defined in McSimulation)McSimulation [protected, pure virtual]
value(Real tolerance, Size maxSample=QL_MAX_INTEGER) const McSimulation
valueWithSamples(Size samples) const McSimulation
~McSimulation() (defined in McSimulation)McSimulation [virtual]