MCAmericanBasketEngine Member List

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

antitheticVariate_ (defined in McSimulation)McSimulation [protected]
arguments_ (defined in GenericEngine)GenericEngine [mutable, protected]
brownianBridge_ (defined in MCLongstaffSchwartzEngine)MCLongstaffSchwartzEngine [protected]
calculate() const (defined in MCLongstaffSchwartzEngine)MCLongstaffSchwartzEngine [virtual]
QuantLib::McSimulation::calculate(Real requiredTolerance, Size requiredSamples, Size maxSamples) const McSimulation
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() const McSimulation
getArguments() const (defined in GenericEngine)GenericEngine [virtual]
getResults() const (defined in GenericEngine)GenericEngine [virtual]
lsmPathPricer() const (defined in MCAmericanBasketEngine)MCAmericanBasketEngine [protected, virtual]
maxError(const Sequence &sequence) (defined in McSimulation)McSimulation [protected, static]
maxError(Real error) (defined in McSimulation)McSimulation [protected, static]
maxSamples_ (defined in MCLongstaffSchwartzEngine)MCLongstaffSchwartzEngine [protected]
MCAmericanBasketEngine(const boost::shared_ptr< StochasticProcessArray > &, Size timeSteps, Size timeStepsPerYear, bool brownianBridge, bool antitheticVariate, bool controlVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed, Size nCalibrationSamples=Null< Size >()) (defined in MCAmericanBasketEngine)MCAmericanBasketEngine
MCLongstaffSchwartzEngine(const boost::shared_ptr< StochasticProcess > &process, Size timeSteps, Size timeStepsPerYear, bool brownianBridge, bool antitheticVariate, bool controlVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed, Size nCalibrationSamples=Null< Size >()) (defined in MCLongstaffSchwartzEngine)MCLongstaffSchwartzEngine
mcModel_ (defined in McSimulation)McSimulation [mutable, protected]
McSimulation(bool antitheticVariate, bool controlVariate) (defined in McSimulation)McSimulation [protected]
nCalibrationSamples_ (defined in MCLongstaffSchwartzEngine)MCLongstaffSchwartzEngine [protected]
notifyObservers()Observable
Observable() (defined in Observable)Observable
Observable(const Observable &) (defined in Observable)Observable
Observer() (defined in Observer)Observer
Observer(const Observer &) (defined in Observer)Observer
QuantLib::operator=(const Observable &)Observable
operator=(const Observer &) (defined in Observer)Observer
path_generator_type typedef (defined in MCLongstaffSchwartzEngine)MCLongstaffSchwartzEngine
path_pricer_type typedef (defined in MCLongstaffSchwartzEngine)MCLongstaffSchwartzEngine
path_type typedef (defined in MCLongstaffSchwartzEngine)MCLongstaffSchwartzEngine
pathGenerator() const (defined in MCLongstaffSchwartzEngine)MCLongstaffSchwartzEngine [protected, virtual]
pathPricer() const (defined in MCLongstaffSchwartzEngine)MCLongstaffSchwartzEngine [protected, virtual]
pathPricer_ (defined in MCLongstaffSchwartzEngine)MCLongstaffSchwartzEngine [mutable, protected]
process_ (defined in MCLongstaffSchwartzEngine)MCLongstaffSchwartzEngine [protected]
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
requiredSamples_ (defined in MCLongstaffSchwartzEngine)MCLongstaffSchwartzEngine [protected]
requiredTolerance_ (defined in MCLongstaffSchwartzEngine)MCLongstaffSchwartzEngine [protected]
reset() (defined in GenericEngine)GenericEngine [virtual]
result_type typedef (defined in McSimulation)McSimulation
results_ (defined in GenericEngine)GenericEngine [mutable, protected]
sampleAccumulator(void) const McSimulation
seed_ (defined in MCLongstaffSchwartzEngine)MCLongstaffSchwartzEngine [protected]
stats_type typedef (defined in MCLongstaffSchwartzEngine)MCLongstaffSchwartzEngine
timeGrid() const (defined in MCLongstaffSchwartzEngine)MCLongstaffSchwartzEngine [protected, virtual]
timeSteps_ (defined in MCLongstaffSchwartzEngine)MCLongstaffSchwartzEngine [protected]
timeStepsPerYear_ (defined in MCLongstaffSchwartzEngine)MCLongstaffSchwartzEngine [protected]
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
update()GenericEngine [virtual]
value(Real tolerance, Size maxSamples=QL_MAX_INTEGER, Size minSamples=1023) const McSimulation
valueWithSamples(Size samples) const McSimulation
~McSimulation() (defined in McSimulation)McSimulation [virtual]
~Observable() (defined in Observable)Observable [virtual]
~Observer() (defined in Observer)Observer [virtual]
~PricingEngine() (defined in PricingEngine)PricingEngine [virtual]