McMaxBasket Member List

This is the complete list of members for McMaxBasket, including all inherited members.

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


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