McPagoda Member List

This is the complete list of members for McPagoda, including all inherited members.
errorEstimate() constMcPricer< MultiAsset_old< PseudoRandomSequence_old > >
mcModel_ (defined in McPricer< MultiAsset_old< PseudoRandomSequence_old > >)McPricer< MultiAsset_old< PseudoRandomSequence_old > > [mutable, protected]
McPagoda(const std::vector< double > &portfolio, double fraction, double roof, const Array &dividendYield, const Matrix &covariance, Rate riskFreeRate, const std::vector< Time > &times, bool antithetic, long seed=0) (defined in McPagoda)McPagoda
McPricer() (defined in McPricer< MultiAsset_old< PseudoRandomSequence_old > >)McPricer< MultiAsset_old< PseudoRandomSequence_old > > [protected]
minSample_ (defined in McPricer< MultiAsset_old< PseudoRandomSequence_old > >)McPricer< MultiAsset_old< PseudoRandomSequence_old > > [protected, static]
sampleAccumulator(void) constMcPricer< MultiAsset_old< PseudoRandomSequence_old > >
value(double tolerance, Size maxSample=QL_MAX_INT) constMcPricer< MultiAsset_old< PseudoRandomSequence_old > >
valueWithSamples(Size samples) constMcPricer< MultiAsset_old< PseudoRandomSequence_old > >
~McPricer() (defined in McPricer< MultiAsset_old< PseudoRandomSequence_old > >)McPricer< MultiAsset_old< PseudoRandomSequence_old > > [virtual]

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