antitheticVariate_ (defined in McSimulation< SingleAsset< RNG >, S >) | McSimulation< SingleAsset< RNG >, S > | [protected] |
arguments() const (defined in GenericEngine< VanillaOption::arguments, VanillaOption::results >) | GenericEngine< VanillaOption::arguments, VanillaOption::results > | [virtual] |
arguments_ (defined in GenericEngine< VanillaOption::arguments, VanillaOption::results >) | GenericEngine< VanillaOption::arguments, VanillaOption::results > | [mutable, protected] |
calculate() const (defined in MCVanillaEngine) | MCVanillaEngine | [virtual] |
controlPathPricer() const (defined in McSimulation< SingleAsset< RNG >, S >) | McSimulation< SingleAsset< RNG >, S > | [protected, virtual] |
controlPricingEngine() const (defined in McSimulation< SingleAsset< RNG >, S >) | McSimulation< SingleAsset< RNG >, S > | [protected, virtual] |
controlVariate_ (defined in McSimulation< SingleAsset< RNG >, S >) | McSimulation< SingleAsset< RNG >, S > | [protected] |
errorEstimate() const | McSimulation< SingleAsset< RNG >, S > | |
maxSamples_ (defined in MCVanillaEngine) | MCVanillaEngine | [protected] |
maxTimeStepsPerYear_ (defined in MCVanillaEngine) | MCVanillaEngine | [protected] |
mcModel_ (defined in McSimulation< SingleAsset< RNG >, S >) | McSimulation< SingleAsset< RNG >, S > | [mutable, protected] |
McSimulation(bool antitheticVariate, bool controlVariate) (defined in McSimulation< SingleAsset< RNG >, S >) | McSimulation< SingleAsset< RNG >, S > | [protected] |
MCVanillaEngine(Size maxTimeStepsPerYear, bool antitheticVariate=false, bool controlVariate=false, Size requiredSamples=Null< Size >(), Real requiredTolerance=Null< Real >(), Size maxSamples=Null< Size >(), BigNatural seed=0) (defined in MCVanillaEngine) | MCVanillaEngine | [protected] |
minSample_ (defined in McSimulation< SingleAsset< RNG >, S >) | McSimulation< SingleAsset< RNG >, S > | [protected, static] |
notifyObservers() | Observable | |
path_generator_type typedef (defined in MCVanillaEngine) | MCVanillaEngine | [protected] |
path_pricer_type typedef (defined in MCVanillaEngine) | MCVanillaEngine | [protected] |
pathGenerator() const (defined in MCVanillaEngine) | MCVanillaEngine | [protected, virtual] |
pathPricer() const=0 (defined in McSimulation< SingleAsset< RNG >, S >) | McSimulation< SingleAsset< RNG >, S > | [protected, pure virtual] |
requiredSamples_ (defined in MCVanillaEngine) | MCVanillaEngine | [protected] |
requiredTolerance_ (defined in MCVanillaEngine) | MCVanillaEngine | [protected] |
reset() const (defined in GenericEngine< VanillaOption::arguments, VanillaOption::results >) | GenericEngine< VanillaOption::arguments, VanillaOption::results > | [virtual] |
results() const (defined in GenericEngine< VanillaOption::arguments, VanillaOption::results >) | GenericEngine< VanillaOption::arguments, VanillaOption::results > | [virtual] |
results_ (defined in GenericEngine< VanillaOption::arguments, VanillaOption::results >) | GenericEngine< VanillaOption::arguments, VanillaOption::results > | [mutable, protected] |
sampleAccumulator(void) const | McSimulation< SingleAsset< RNG >, S > | |
seed_ (defined in MCVanillaEngine) | MCVanillaEngine | [protected] |
stats_type typedef (defined in MCVanillaEngine) | MCVanillaEngine | [protected] |
timeGrid() const=0 (defined in McSimulation< SingleAsset< RNG >, S >) | McSimulation< SingleAsset< RNG >, S > | [protected, pure virtual] |
value(Real tolerance, Size maxSample=QL_MAX_INTEGER) const | McSimulation< SingleAsset< RNG >, S > | |
valueWithSamples(Size samples) const | McSimulation< SingleAsset< RNG >, S > | |
~McSimulation() (defined in McSimulation< SingleAsset< RNG >, S >) | McSimulation< SingleAsset< RNG >, S > | [virtual] |
~Observable() (defined in Observable) | Observable | [virtual] |
~PricingEngine() (defined in PricingEngine) | PricingEngine | [virtual] |