MCEuropeanEngine< RNG, S > Member List

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

antitheticVariate_ (defined in McSimulation< SingleVariate, PseudoRandom, Statistics >) | McSimulation< SingleVariate, PseudoRandom, Statistics > | protected
brownianBridge_ (defined in MCVanillaEngine< SingleVariate, PseudoRandom, Statistics >) | MCVanillaEngine< SingleVariate, PseudoRandom, Statistics > | protected
calculate() const (defined in MCVanillaEngine< SingleVariate, PseudoRandom, Statistics >) | MCVanillaEngine< SingleVariate, PseudoRandom, Statistics > |
McSimulation< SingleVariate, PseudoRandom, Statistics >::calculate(Real requiredTolerance, Size requiredSamples, Size maxSamples) const | McSimulation< SingleVariate, PseudoRandom, Statistics > |
controlPathGenerator() const (defined in McSimulation< SingleVariate, PseudoRandom, Statistics >) | McSimulation< SingleVariate, PseudoRandom, Statistics > | protected virtual
controlPathPricer() const (defined in McSimulation< SingleVariate, PseudoRandom, Statistics >) | McSimulation< SingleVariate, PseudoRandom, Statistics > | protected virtual
controlPricingEngine() const (defined in McSimulation< SingleVariate, PseudoRandom, Statistics >) | McSimulation< SingleVariate, PseudoRandom, Statistics > | protected virtual
controlVariate_ (defined in McSimulation< SingleVariate, PseudoRandom, Statistics >) | McSimulation< SingleVariate, PseudoRandom, Statistics > | protected
controlVariateValue() const (defined in MCVanillaEngine< SingleVariate, PseudoRandom, Statistics >) | MCVanillaEngine< SingleVariate, PseudoRandom, Statistics > | protected virtual
errorEstimate() const | McSimulation< SingleVariate, PseudoRandom, Statistics > |
maxError(const Sequence &sequence) (defined in McSimulation< SingleVariate, PseudoRandom, Statistics >) | McSimulation< SingleVariate, PseudoRandom, Statistics > | protected static
maxError(Real error) (defined in McSimulation< SingleVariate, PseudoRandom, Statistics >) | McSimulation< SingleVariate, PseudoRandom, Statistics > | protected static
maxSamples_ (defined in MCVanillaEngine< SingleVariate, PseudoRandom, Statistics >) | MCVanillaEngine< SingleVariate, PseudoRandom, Statistics > | protected
MCEuropeanEngine(const ext::shared_ptr< GeneralizedBlackScholesProcess > &process, Size timeSteps, Size timeStepsPerYear, bool brownianBridge, bool antitheticVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed) (defined in MCEuropeanEngine< RNG, S >) | MCEuropeanEngine< RNG, S > |
mcModel_ (defined in McSimulation< SingleVariate, PseudoRandom, Statistics >) | McSimulation< SingleVariate, PseudoRandom, Statistics > | mutable protected
McSimulation(bool antitheticVariate, bool controlVariate) (defined in McSimulation< SingleVariate, PseudoRandom, Statistics >) | McSimulation< SingleVariate, PseudoRandom, Statistics > | protected
MCVanillaEngine(const ext::shared_ptr< StochasticProcess > &, Size timeSteps, Size timeStepsPerYear, bool brownianBridge, bool antitheticVariate, bool controlVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed) (defined in MCVanillaEngine< SingleVariate, PseudoRandom, Statistics >) | MCVanillaEngine< SingleVariate, PseudoRandom, Statistics > | protected
path_generator_type typedef (defined in MCEuropeanEngine< RNG, S >) | MCEuropeanEngine< RNG, S > |
path_pricer_type typedef (defined in MCEuropeanEngine< RNG, S >) | MCEuropeanEngine< RNG, S > |
pathGenerator() const (defined in MCVanillaEngine< SingleVariate, PseudoRandom, Statistics >) | MCVanillaEngine< SingleVariate, PseudoRandom, Statistics > | protected virtual
pathPricer() const (defined in MCEuropeanEngine< RNG, S >) | MCEuropeanEngine< RNG, S > | protected
pathPricer() const=0 (defined in McSimulation< SingleVariate, PseudoRandom, Statistics >) | McSimulation< SingleVariate, PseudoRandom, Statistics > | protected pure virtual
process_ (defined in MCVanillaEngine< SingleVariate, PseudoRandom, Statistics >) | MCVanillaEngine< SingleVariate, PseudoRandom, Statistics > | protected
requiredSamples_ (defined in MCVanillaEngine< SingleVariate, PseudoRandom, Statistics >) | MCVanillaEngine< SingleVariate, PseudoRandom, Statistics > | protected
requiredTolerance_ (defined in MCVanillaEngine< SingleVariate, PseudoRandom, Statistics >) | MCVanillaEngine< SingleVariate, PseudoRandom, Statistics > | protected
result_type typedef (defined in MCVanillaEngine< SingleVariate, PseudoRandom, Statistics >) | MCVanillaEngine< SingleVariate, PseudoRandom, Statistics > | protected
sampleAccumulator() const | McSimulation< SingleVariate, PseudoRandom, Statistics > |
seed_ (defined in MCVanillaEngine< SingleVariate, PseudoRandom, Statistics >) | MCVanillaEngine< SingleVariate, PseudoRandom, Statistics > | protected
stats_type typedef (defined in MCEuropeanEngine< RNG, S >) | MCEuropeanEngine< RNG, S > |
timeGrid() const (defined in MCVanillaEngine< SingleVariate, PseudoRandom, Statistics >) | MCVanillaEngine< SingleVariate, PseudoRandom, Statistics > | protected virtual
timeSteps_ (defined in MCVanillaEngine< SingleVariate, PseudoRandom, Statistics >) | MCVanillaEngine< SingleVariate, PseudoRandom, Statistics > | protected
timeStepsPerYear_ (defined in MCVanillaEngine< SingleVariate, PseudoRandom, Statistics >) | MCVanillaEngine< SingleVariate, PseudoRandom, Statistics > | protected
value(Real tolerance, Size maxSamples=QL_MAX_INTEGER, Size minSamples=1023) const | McSimulation< SingleVariate, PseudoRandom, Statistics > |
valueWithSamples(Size samples) const | McSimulation< SingleVariate, PseudoRandom, Statistics > |
~McSimulation() (defined in McSimulation< SingleVariate, PseudoRandom, Statistics >) | McSimulation< SingleVariate, PseudoRandom, Statistics > | virtual