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) 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
maxError(const Sequence &sequence) (defined in McSimulation)McSimulation [protected, static]
maxError(Real error) (defined in McSimulation)McSimulation [protected, static]
mcModel_ (defined in McSimulation)McSimulation [mutable, protected]
McSimulation(bool antitheticVariate, bool controlVariate) (defined in McSimulation)McSimulation [protected]
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]
result_type typedef (defined in McSimulation)McSimulation
sampleAccumulator(void) constMcSimulation
stats_type typedef (defined in McSimulation)McSimulation
timeGrid() const=0 (defined in McSimulation)McSimulation [protected, pure virtual]
value(Real tolerance, Size maxSamples=QL_MAX_INTEGER, Size minSamples=1023) constMcSimulation
valueWithSamples(Size samples) const McSimulation
~McSimulation() (defined in McSimulation)McSimulation [virtual]