MCPagodaEngine< RNG, S > Member List

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

antitheticVariate_ (defined in McSimulation< MultiVariate, PseudoRandom, Statistics >) | McSimulation< MultiVariate, PseudoRandom, Statistics > | protected
arguments_ (defined in GenericEngine< PagodaOption::arguments, PagodaOption::results >) | GenericEngine< PagodaOption::arguments, PagodaOption::results > | mutable protected
calculate() const (defined in MCPagodaEngine< RNG, S >) | MCPagodaEngine< RNG, S > | virtual
McSimulation< MultiVariate, PseudoRandom, Statistics >::calculate(Real requiredTolerance, Size requiredSamples, Size maxSamples) const | McSimulation< MultiVariate, PseudoRandom, Statistics > |
controlPathGenerator() const (defined in McSimulation< MultiVariate, PseudoRandom, Statistics >) | McSimulation< MultiVariate, PseudoRandom, Statistics > | protected virtual
controlPathPricer() const (defined in McSimulation< MultiVariate, PseudoRandom, Statistics >) | McSimulation< MultiVariate, PseudoRandom, Statistics > | protected virtual
controlPricingEngine() const (defined in McSimulation< MultiVariate, PseudoRandom, Statistics >) | McSimulation< MultiVariate, PseudoRandom, Statistics > | protected virtual
controlVariate_ (defined in McSimulation< MultiVariate, PseudoRandom, Statistics >) | McSimulation< MultiVariate, PseudoRandom, Statistics > | protected
controlVariateValue() const (defined in McSimulation< MultiVariate, PseudoRandom, Statistics >) | McSimulation< MultiVariate, PseudoRandom, Statistics > | protected virtual
deepUpdate() | Observer | virtual
errorEstimate() const | McSimulation< MultiVariate, PseudoRandom, Statistics > |
getArguments() const (defined in GenericEngine< PagodaOption::arguments, PagodaOption::results >) | GenericEngine< PagodaOption::arguments, PagodaOption::results > |
getArguments() const =0 (defined in PricingEngine) | PricingEngine | pure virtual
getResults() const (defined in GenericEngine< PagodaOption::arguments, PagodaOption::results >) | GenericEngine< PagodaOption::arguments, PagodaOption::results > |
getResults() const =0 (defined in PricingEngine) | PricingEngine | pure virtual
iterator typedef (defined in Observer) | Observer |
maxError(const Sequence &sequence) (defined in McSimulation< MultiVariate, PseudoRandom, Statistics >) | McSimulation< MultiVariate, PseudoRandom, Statistics > | protected static
maxError(Real error) (defined in McSimulation< MultiVariate, PseudoRandom, Statistics >) | McSimulation< MultiVariate, PseudoRandom, Statistics > | protected static
mcModel_ (defined in McSimulation< MultiVariate, PseudoRandom, Statistics >) | McSimulation< MultiVariate, PseudoRandom, Statistics > | mutable protected
MCPagodaEngine(const ext::shared_ptr< StochasticProcessArray > &, bool brownianBridge, bool antitheticVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed) (defined in MCPagodaEngine< RNG, S >) | MCPagodaEngine< RNG, S > |
McSimulation(bool antitheticVariate, bool controlVariate) (defined in McSimulation< MultiVariate, PseudoRandom, Statistics >) | McSimulation< MultiVariate, PseudoRandom, Statistics > | 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 MCPagodaEngine< RNG, S >) | MCPagodaEngine< RNG, S > |
path_pricer_type typedef (defined in MCPagodaEngine< RNG, S >) | MCPagodaEngine< RNG, S > |
pathGenerator() const=0 (defined in McSimulation< MultiVariate, PseudoRandom, Statistics >) | McSimulation< MultiVariate, PseudoRandom, Statistics > | protected pure virtual
pathPricer() const=0 (defined in McSimulation< MultiVariate, PseudoRandom, Statistics >) | McSimulation< MultiVariate, PseudoRandom, Statistics > | protected pure virtual
registerWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer |
registerWithObservables(const ext::shared_ptr< Observer > &) | Observer |
reset() (defined in GenericEngine< PagodaOption::arguments, PagodaOption::results >) | GenericEngine< PagodaOption::arguments, PagodaOption::results > | virtual
result_type typedef (defined in McSimulation< MultiVariate, PseudoRandom, Statistics >) | McSimulation< MultiVariate, PseudoRandom, Statistics > |
results_ (defined in GenericEngine< PagodaOption::arguments, PagodaOption::results >) | GenericEngine< PagodaOption::arguments, PagodaOption::results > | mutable protected
sampleAccumulator() const | McSimulation< MultiVariate, PseudoRandom, Statistics > |
set_type typedef (defined in Observer) | Observer |
stats_type typedef (defined in MCPagodaEngine< RNG, S >) | MCPagodaEngine< RNG, S > |
timeGrid() const=0 (defined in McSimulation< MultiVariate, PseudoRandom, Statistics >) | McSimulation< MultiVariate, PseudoRandom, Statistics > | protected pure virtual
unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer |
unregisterWithAll() (defined in Observer) | Observer |
update() | GenericEngine< PagodaOption::arguments, PagodaOption::results > | virtual
value(Real tolerance, Size maxSamples=QL_MAX_INTEGER, Size minSamples=1023) const | McSimulation< MultiVariate, PseudoRandom, Statistics > |
valueWithSamples(Size samples) const | McSimulation< MultiVariate, PseudoRandom, Statistics > |
~McSimulation() (defined in McSimulation< MultiVariate, PseudoRandom, Statistics >) | McSimulation< MultiVariate, PseudoRandom, Statistics > | virtual
~Observable() (defined in Observable) | Observable | virtual
~Observer() (defined in Observer) | Observer | virtual
~PricingEngine() (defined in PricingEngine) | PricingEngine | virtual