### A free/open-source library for quantitative finance

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

antitheticVariate_ (defined in McSimulation< MC, RNG, S >) | McSimulation< MC, RNG, S > | `[protected]`
brownianBridge_ (defined in MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, RNG, S >) | MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, RNG, S > | `[protected]`
calculate() const (defined in MCAmericanEngine< RNG, S >) | MCAmericanEngine< RNG, S > |
QuantLib::McSimulation::calculate(Real requiredTolerance, Size requiredSamples, Size maxSamples) const | McSimulation< MC, RNG, S > |
controlPathGenerator() const (defined in McSimulation< MC, RNG, S >) | McSimulation< MC, RNG, S > | `[protected, virtual]`
controlPathPricer() const (defined in MCAmericanEngine< RNG, S >) | MCAmericanEngine< RNG, S > | `[protected, virtual]`
controlPricingEngine() const (defined in MCAmericanEngine< RNG, S >) | MCAmericanEngine< RNG, S > | `[protected, virtual]`
controlVariate_ (defined in McSimulation< MC, RNG, S >) | McSimulation< MC, RNG, S > | `[protected]`
controlVariateValue() const (defined in MCAmericanEngine< RNG, S >) | MCAmericanEngine< RNG, S > | `[protected, virtual]`
errorEstimate() const | McSimulation< MC, RNG, S > |
lsmPathPricer() const (defined in MCAmericanEngine< RNG, S >) | MCAmericanEngine< RNG, S > | `[protected, virtual]`
maxError(const Sequence &sequence) (defined in McSimulation< MC, RNG, S >) | McSimulation< MC, RNG, S > | `[protected, static]`
maxError(Real error) (defined in McSimulation< MC, RNG, S >) | McSimulation< MC, RNG, S > | `[protected, static]`
maxSamples_ (defined in MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, RNG, S >) | MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, RNG, S > | `[protected]`

MCAmericanEngine(const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Size timeSteps, Size timeStepsPerYear, bool antitheticVariate, bool controlVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed, Size polynomOrder, LsmBasisSystem::PolynomType polynomType, Size nCalibrationSamples=Null< Size >()) (defined in MCAmericanEngine< RNG, S >)

MCAmericanEngine< RNG, S >

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< VanillaOption::engine, SingleVariate, RNG, S >)

MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, RNG, S >

mcModel_ (defined in McSimulation< MC, RNG, S >) | McSimulation< MC, RNG, S > | `[mutable, protected]`
McSimulation(bool antitheticVariate, bool controlVariate) (defined in McSimulation< MC, RNG, S >) | McSimulation< MC, RNG, S > | `[protected]`
nCalibrationSamples_ (defined in MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, RNG, S >) | MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, RNG, S > | `[protected]`
path_generator_type typedef (defined in MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, RNG, S >) | MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, RNG, S > |
path_pricer_type typedef (defined in MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, RNG, S >) | MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, RNG, S > |
path_type typedef (defined in MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, RNG, S >) | MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, RNG, S > |
pathGenerator() const (defined in MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, RNG, S >) | MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, RNG, S > | `[protected, virtual]`
pathPricer() const (defined in MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, RNG, S >) | MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, RNG, S > | `[protected, virtual]`
pathPricer_ (defined in MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, RNG, S >) | MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, RNG, S > | `[mutable, protected]`
process_ (defined in MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, RNG, S >) | MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, RNG, S > | `[protected]`
requiredSamples_ (defined in MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, RNG, S >) | MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, RNG, S > | `[protected]`
requiredTolerance_ (defined in MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, RNG, S >) | MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, RNG, S > | `[protected]`
result_type typedef (defined in McSimulation< MC, RNG, S >) | McSimulation< MC, RNG, S > |
sampleAccumulator(void) const | McSimulation< MC, RNG, S > |
seed_ (defined in MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, RNG, S >) | MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, RNG, S > | `[protected]`
stats_type typedef (defined in MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, RNG, S >) | MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, RNG, S > |
timeGrid() const (defined in MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, RNG, S >) | MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, RNG, S > | `[protected, virtual]`
timeSteps_ (defined in MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, RNG, S >) | MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, RNG, S > | `[protected]`
timeStepsPerYear_ (defined in MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, RNG, S >) | MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, RNG, S > | `[protected]`
value(Real tolerance, Size maxSamples=QL_MAX_INTEGER, Size minSamples=1023) const | McSimulation< MC, RNG, S > |
valueWithSamples(Size samples) const | McSimulation< MC, RNG, S > |
~McSimulation() (defined in McSimulation< MC, RNG, S >) | McSimulation< MC, RNG, S > | `[virtual]`