MCPathBasketEngine< RNG, S > Member List

This is the complete list of members for MCPathBasketEngine< RNG, S >, including all inherited members.

antitheticVariate_ (defined in McSimulation< MultiVariate, RNG, S >) | McSimulation< MultiVariate, RNG, S > | protected
arguments_ (defined in GenericEngine< PathMultiAssetOption::arguments, PathMultiAssetOption::results >) | GenericEngine< PathMultiAssetOption::arguments, PathMultiAssetOption::results > | mutable protected
brownianBridge_ (defined in MCPathBasketEngine< RNG, S >) | MCPathBasketEngine< RNG, S > | protected
calculate() const (defined in MCPathBasketEngine< RNG, S >) | MCPathBasketEngine< RNG, S > | virtual
McSimulation< MultiVariate, RNG, S >::calculate(Real requiredTolerance, Size requiredSamples, Size maxSamples) const | McSimulation< MultiVariate, RNG, S > |
controlPathGenerator() const (defined in McSimulation< MultiVariate, RNG, S >) | McSimulation< MultiVariate, RNG, S > | protected virtual
controlPathPricer() const (defined in McSimulation< MultiVariate, RNG, S >) | McSimulation< MultiVariate, RNG, S > | protected virtual
controlPricingEngine() const (defined in McSimulation< MultiVariate, RNG, S >) | McSimulation< MultiVariate, RNG, S > | protected virtual
controlVariate_ (defined in McSimulation< MultiVariate, RNG, S >) | McSimulation< MultiVariate, RNG, S > | protected
controlVariateValue() const (defined in McSimulation< MultiVariate, RNG, S >) | McSimulation< MultiVariate, RNG, S > | protected virtual
deepUpdate() | Observer | virtual
errorEstimate() const | McSimulation< MultiVariate, RNG, S > |
getArguments() const (defined in GenericEngine< PathMultiAssetOption::arguments, PathMultiAssetOption::results >) | GenericEngine< PathMultiAssetOption::arguments, PathMultiAssetOption::results > | virtual
getResults() const (defined in GenericEngine< PathMultiAssetOption::arguments, PathMultiAssetOption::results >) | GenericEngine< PathMultiAssetOption::arguments, PathMultiAssetOption::results > | virtual
iterator typedef (defined in Observer) | Observer |
maxError(const Sequence &sequence) (defined in McSimulation< MultiVariate, RNG, S >) | McSimulation< MultiVariate, RNG, S > | protected static
maxError(Real error) (defined in McSimulation< MultiVariate, RNG, S >) | McSimulation< MultiVariate, RNG, S > | protected static
maxSamples_ (defined in MCPathBasketEngine< RNG, S >) | MCPathBasketEngine< RNG, S > | protected
mcModel_ (defined in McSimulation< MultiVariate, RNG, S >) | McSimulation< MultiVariate, RNG, S > | mutable protected
MCPathBasketEngine(const boost::shared_ptr< StochasticProcessArray > &, Size timeSteps, Size timeStepsPerYear, bool brownianBridge, bool antitheticVariate, bool controlVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed) (defined in MCPathBasketEngine< RNG, S >) | MCPathBasketEngine< RNG, S > |
McSimulation(bool antitheticVariate, bool controlVariate) (defined in McSimulation< MultiVariate, RNG, S >) | McSimulation< MultiVariate, RNG, S > | 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 MCPathBasketEngine< RNG, S >) | MCPathBasketEngine< RNG, S > |
path_pricer_type typedef (defined in MCPathBasketEngine< RNG, S >) | MCPathBasketEngine< RNG, S > |
pathGenerator() const (defined in MCPathBasketEngine< RNG, S >) | MCPathBasketEngine< RNG, S > | protected virtual
pathPricer() const (defined in MCPathBasketEngine< RNG, S >) | MCPathBasketEngine< RNG, S > | protected virtual
process_ (defined in MCPathBasketEngine< RNG, S >) | MCPathBasketEngine< RNG, S > | protected
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
registerWithObservables(const boost::shared_ptr< Observer > &) | Observer |
requiredSamples_ (defined in MCPathBasketEngine< RNG, S >) | MCPathBasketEngine< RNG, S > | protected
requiredTolerance_ (defined in MCPathBasketEngine< RNG, S >) | MCPathBasketEngine< RNG, S > | protected
reset() (defined in GenericEngine< PathMultiAssetOption::arguments, PathMultiAssetOption::results >) | GenericEngine< PathMultiAssetOption::arguments, PathMultiAssetOption::results > | virtual
result_type typedef (defined in McSimulation< MultiVariate, RNG, S >) | McSimulation< MultiVariate, RNG, S > |
results_ (defined in GenericEngine< PathMultiAssetOption::arguments, PathMultiAssetOption::results >) | GenericEngine< PathMultiAssetOption::arguments, PathMultiAssetOption::results > | mutable protected
sampleAccumulator(void) const | McSimulation< MultiVariate, RNG, S > |
seed_ (defined in MCPathBasketEngine< RNG, S >) | MCPathBasketEngine< RNG, S > | protected
set_type typedef (defined in Observer) | Observer |
stats_type typedef (defined in MCPathBasketEngine< RNG, S >) | MCPathBasketEngine< RNG, S > |
timeGrid() const (defined in MCPathBasketEngine< RNG, S >) | MCPathBasketEngine< RNG, S > | protected virtual
timeSteps_ (defined in MCPathBasketEngine< RNG, S >) | MCPathBasketEngine< RNG, S > | protected
timeStepsPerYear_ (defined in MCPathBasketEngine< RNG, S >) | MCPathBasketEngine< RNG, S > | protected
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
unregisterWithAll() (defined in Observer) | Observer |
update() | GenericEngine< PathMultiAssetOption::arguments, PathMultiAssetOption::results > | virtual
value(Real tolerance, Size maxSamples=QL_MAX_INTEGER, Size minSamples=1023) const | McSimulation< MultiVariate, RNG, S > |
valueWithSamples(Size samples) const | McSimulation< MultiVariate, RNG, S > |
~McSimulation() (defined in McSimulation< MultiVariate, RNG, S >) | McSimulation< MultiVariate, RNG, S > | virtual
~Observable() (defined in Observable) | Observable | virtual
~Observer() (defined in Observer) | Observer | virtual
~PricingEngine() (defined in PricingEngine) | PricingEngine | virtual