MCEuropeanEngine Member List

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

antitheticVariate_ (defined in McSimulation< SingleVariate< RNG >, S >)McSimulation< SingleVariate< 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 MCVanillaEngine< SingleVariate< RNG >, S >)MCVanillaEngine< SingleVariate< RNG >, S > [protected]
calculate() const (defined in MCVanillaEngine< SingleVariate< RNG >, S >)MCVanillaEngine< SingleVariate< RNG >, S > [virtual]
QuantLib::McSimulation< SingleVariate< RNG >, S >::calculate(Real requiredTolerance, Size requiredSamples, Size maxSamples) const McSimulation< SingleVariate< RNG >, S >
controlPathPricer() const (defined in McSimulation< SingleVariate< RNG >, S >)McSimulation< SingleVariate< RNG >, S > [protected, virtual]
controlPricingEngine() const (defined in McSimulation< SingleVariate< RNG >, S >)McSimulation< SingleVariate< RNG >, S > [protected, virtual]
controlVariate_ (defined in McSimulation< SingleVariate< RNG >, S >)McSimulation< SingleVariate< RNG >, S > [protected]
controlVariateValue() const (defined in MCVanillaEngine< SingleVariate< RNG >, S >)MCVanillaEngine< SingleVariate< RNG >, S > [protected, virtual]
errorEstimate() const McSimulation< SingleVariate< RNG >, S >
maxSamples_ (defined in MCVanillaEngine< SingleVariate< RNG >, S >)MCVanillaEngine< SingleVariate< RNG >, S > [protected]
MCEuropeanEngine(Size timeSteps, Size timeStepsPerYear, bool brownianBridge, bool antitheticVariate, bool controlVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed) (defined in MCEuropeanEngine)MCEuropeanEngine
mcModel_ (defined in McSimulation< SingleVariate< RNG >, S >)McSimulation< SingleVariate< RNG >, S > [mutable, protected]
McSimulation(bool antitheticVariate, bool controlVariate) (defined in McSimulation< SingleVariate< RNG >, S >)McSimulation< SingleVariate< RNG >, S > [protected]
MCVanillaEngine(Size timeSteps, Size timeStepsPerYear, bool brownianBridge, bool antitheticVariate, bool controlVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed) (defined in MCVanillaEngine< SingleVariate< RNG >, S >)MCVanillaEngine< SingleVariate< RNG >, S > [protected]
minSample_ (defined in McSimulation< SingleVariate< RNG >, S >)McSimulation< SingleVariate< RNG >, S > [protected, static]
notifyObservers()Observable
path_generator_type typedef (defined in MCEuropeanEngine)MCEuropeanEngine
path_pricer_type typedef (defined in MCEuropeanEngine)MCEuropeanEngine
pathGenerator() const (defined in MCVanillaEngine< SingleVariate< RNG >, S >)MCVanillaEngine< SingleVariate< RNG >, S > [protected, virtual]
pathPricer() const (defined in MCEuropeanEngine)MCEuropeanEngine [protected, virtual]
requiredSamples_ (defined in MCVanillaEngine< SingleVariate< RNG >, S >)MCVanillaEngine< SingleVariate< RNG >, S > [protected]
requiredTolerance_ (defined in MCVanillaEngine< SingleVariate< RNG >, S >)MCVanillaEngine< SingleVariate< RNG >, S > [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< SingleVariate< RNG >, S >
seed_ (defined in MCVanillaEngine< SingleVariate< RNG >, S >)MCVanillaEngine< SingleVariate< RNG >, S > [protected]
stats_type typedef (defined in MCEuropeanEngine)MCEuropeanEngine
timeGrid() const (defined in MCVanillaEngine< SingleVariate< RNG >, S >)MCVanillaEngine< SingleVariate< RNG >, S > [protected, virtual]
timeSteps_ (defined in MCVanillaEngine< SingleVariate< RNG >, S >)MCVanillaEngine< SingleVariate< RNG >, S > [protected]
timeStepsPerYear_ (defined in MCVanillaEngine< SingleVariate< RNG >, S >)MCVanillaEngine< SingleVariate< RNG >, S > [protected]
value(Real tolerance, Size maxSample=QL_MAX_INTEGER) const McSimulation< SingleVariate< RNG >, S >
valueWithSamples(Size samples) const McSimulation< SingleVariate< RNG >, S >
~McSimulation() (defined in McSimulation< SingleVariate< RNG >, S >)McSimulation< SingleVariate< RNG >, S > [virtual]
~Observable() (defined in Observable)Observable [virtual]
~PricingEngine() (defined in PricingEngine)PricingEngine [virtual]