MCBarrierEngine Member List

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

antitheticVariate_ (defined in McSimulation)McSimulation [protected]
brownianBridge_ (defined in MCBarrierEngine)MCBarrierEngine [protected]
calculate() const (defined in MCBarrierEngine)MCBarrierEngine [virtual]
QuantLib::McSimulation::calculate(Real requiredTolerance, Size requiredSamples, Size maxSamples) constMcSimulation
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() constMcSimulation
isBiased_ (defined in MCBarrierEngine)MCBarrierEngine [protected]
maxSamples_ (defined in MCBarrierEngine)MCBarrierEngine [protected]
maxTimeStepsPerYear_ (defined in MCBarrierEngine)MCBarrierEngine [protected]
MCBarrierEngine(Size maxTimeStepsPerYear, bool brownianBridge, bool antitheticVariate, bool controlVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, bool isBiased, BigNatural seed) (defined in MCBarrierEngine)MCBarrierEngine
mcModel_ (defined in McSimulation)McSimulation [mutable, protected]
McSimulation(bool antitheticVariate, bool controlVariate) (defined in McSimulation)McSimulation [protected]
path_generator_type typedef (defined in MCBarrierEngine)MCBarrierEngine
path_pricer_type typedef (defined in MCBarrierEngine)MCBarrierEngine
pathGenerator() const (defined in MCBarrierEngine)MCBarrierEngine [protected, virtual]
pathPricer() const (defined in MCBarrierEngine)MCBarrierEngine [protected, virtual]
requiredSamples_ (defined in MCBarrierEngine)MCBarrierEngine [protected]
requiredTolerance_ (defined in MCBarrierEngine)MCBarrierEngine [protected]
sampleAccumulator(void) constMcSimulation
seed_ (defined in MCBarrierEngine)MCBarrierEngine [protected]
stats_type typedef (defined in MCBarrierEngine)MCBarrierEngine
timeGrid() const (defined in MCBarrierEngine)MCBarrierEngine [protected, virtual]
value(Real tolerance, Size maxSamples=QL_MAX_INTEGER, Size minSamples=1023) constMcSimulation
valueWithSamples(Size samples) const McSimulation
~McSimulation() (defined in McSimulation)McSimulation [virtual]