MCEuropeanGJRGARCHEngine Member List

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

antitheticVariate_ (defined in McSimulation)McSimulation [protected]
brownianBridge_ (defined in MCVanillaEngine)MCVanillaEngine [protected]
calculate() const (defined in MCVanillaEngine)MCVanillaEngine
QuantLib::McSimulation::calculate(Real requiredTolerance, Size requiredSamples, Size maxSamples) const McSimulation
controlPathGenerator() const (defined in McSimulation)McSimulation [protected, virtual]
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 MCVanillaEngine)MCVanillaEngine [protected, virtual]
errorEstimate() const McSimulation
maxError(const Sequence &sequence) (defined in McSimulation)McSimulation [protected, static]
maxError(Real error) (defined in McSimulation)McSimulation [protected, static]
maxSamples_ (defined in MCVanillaEngine)MCVanillaEngine [protected]
MCEuropeanGJRGARCHEngine(const boost::shared_ptr< GJRGARCHProcess > &, Size timeSteps, Size timeStepsPerYear, bool antitheticVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed) (defined in MCEuropeanGJRGARCHEngine)MCEuropeanGJRGARCHEngine
mcModel_ (defined in McSimulation)McSimulation [mutable, protected]
McSimulation(bool antitheticVariate, bool controlVariate) (defined in McSimulation)McSimulation [protected]
MCVanillaEngine(const boost::shared_ptr< StochasticProcess > &, Size timeSteps, Size timeStepsPerYear, bool brownianBridge, bool antitheticVariate, bool controlVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed) (defined in MCVanillaEngine)MCVanillaEngine [protected]
path_generator_type typedef (defined in MCVanillaEngine)MCVanillaEngine [protected]
path_pricer_type typedef (defined in MCEuropeanGJRGARCHEngine)MCEuropeanGJRGARCHEngine
pathGenerator() const (defined in MCVanillaEngine)MCVanillaEngine [protected, virtual]
pathPricer() const (defined in MCEuropeanGJRGARCHEngine)MCEuropeanGJRGARCHEngine [protected, virtual]
process_ (defined in MCVanillaEngine)MCVanillaEngine [protected]
requiredSamples_ (defined in MCVanillaEngine)MCVanillaEngine [protected]
requiredTolerance_ (defined in MCVanillaEngine)MCVanillaEngine [protected]
result_type typedef (defined in MCVanillaEngine)MCVanillaEngine [protected]
sampleAccumulator(void) const McSimulation
seed_ (defined in MCVanillaEngine)MCVanillaEngine [protected]
stats_type typedef (defined in MCVanillaEngine)MCVanillaEngine [protected]
timeGrid() const (defined in MCVanillaEngine)MCVanillaEngine [protected, virtual]
timeSteps_ (defined in MCVanillaEngine)MCVanillaEngine [protected]
timeStepsPerYear_ (defined in MCVanillaEngine)MCVanillaEngine [protected]
value(Real tolerance, Size maxSamples=QL_MAX_INTEGER, Size minSamples=1023) const McSimulation
valueWithSamples(Size samples) const McSimulation
~McSimulation() (defined in McSimulation)McSimulation [virtual]