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

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]`
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]`
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 |
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]`
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 |
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]`