errorEstimate() const | McPricer< SingleAsset_old< PseudoRandom_old > > | |
mcModel_ (defined in McPricer< SingleAsset_old< PseudoRandom_old > >) | McPricer< SingleAsset_old< PseudoRandom_old > > | [mutable, protected] |
McPerformanceOption(Option::Type type, double underlying, double moneyness, const std::vector< Spread > ÷ndYield, const std::vector< Rate > &riskFreeRate, const std::vector< Time > ×, const std::vector< double > &volatility, bool antitheticVariance, long seed=0) (defined in McPerformanceOption) | McPerformanceOption | |
McPricer() (defined in McPricer< SingleAsset_old< PseudoRandom_old > >) | McPricer< SingleAsset_old< PseudoRandom_old > > | [protected] |
minSample_ (defined in McPricer< SingleAsset_old< PseudoRandom_old > >) | McPricer< SingleAsset_old< PseudoRandom_old > > | [protected, static] |
sampleAccumulator(void) const | McPricer< SingleAsset_old< PseudoRandom_old > > | |
value(double tolerance, Size maxSample=QL_MAX_INT) const | McPricer< SingleAsset_old< PseudoRandom_old > > | |
valueWithSamples(Size samples) const | McPricer< SingleAsset_old< PseudoRandom_old > > | |
~McPricer() (defined in McPricer< SingleAsset_old< PseudoRandom_old > >) | McPricer< SingleAsset_old< PseudoRandom_old > > | [virtual] |