errorEstimate() const | McPricer< MultiAsset< PseudoRandom > > | |
mcModel_ (defined in McPricer< MultiAsset< PseudoRandom > >) | McPricer< MultiAsset< PseudoRandom > > | [mutable, protected] |
McPagoda(const std::vector< Real > &underlyings, Real fraction, Real roof, const std::vector< RelinkableHandle< TermStructure > > ÷ndYields, const RelinkableHandle< TermStructure > &riskFreeRate, const std::vector< RelinkableHandle< BlackVolTermStructure > > &volatilities, const Matrix &correlation, const std::vector< Time > ×, BigNatural seed=0) (defined in McPagoda) | McPagoda | |
McPricer() (defined in McPricer< MultiAsset< PseudoRandom > >) | McPricer< MultiAsset< PseudoRandom > > | [protected] |
minSample_ (defined in McPricer< MultiAsset< PseudoRandom > >) | McPricer< MultiAsset< PseudoRandom > > | [protected, static] |
sampleAccumulator(void) const | McPricer< MultiAsset< PseudoRandom > > | |
value(Real tolerance, Size maxSample=QL_MAX_INTEGER) const | McPricer< MultiAsset< PseudoRandom > > | |
valueWithSamples(Size samples) const | McPricer< MultiAsset< PseudoRandom > > | |
~McPricer() (defined in McPricer< MultiAsset< PseudoRandom > >) | McPricer< MultiAsset< PseudoRandom > > | [virtual] |