McHimalaya Member List

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

errorEstimate() const McPricer
McHimalaya(const std::vector< Real > &underlyings, const std::vector< Handle< YieldTermStructure > > &dividendYields, const Handle< YieldTermStructure > &riskFreeRate, const std::vector< Handle< BlackVolTermStructure > > &volatilities, const Matrix &correlation, Real strike, const std::vector< Time > &times, BigNatural seed=0) (defined in McHimalaya)McHimalaya
mcModel_ (defined in McPricer)McPricer [mutable, protected]
McPricer() (defined in McPricer)McPricer [protected]
sampleAccumulator(void) const McPricer
value(Real tolerance, Size maxSamples=QL_MAX_INTEGER, Size minSamples=1023) const McPricer
valueWithSamples(Size samples, Size minSamples=1023) const McPricer
~McPricer() (defined in McPricer)McPricer [virtual]