McDiscreteArithmeticAPO Member List

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

errorEstimate() constMcPricer< SingleAsset< PseudoRandom > >
McDiscreteArithmeticAPO(Option::Type type, Real underlying, Real strike, const RelinkableHandle< TermStructure > &dividendYield, const RelinkableHandle< TermStructure > &riskFreeRate, const RelinkableHandle< BlackVolTermStructure > &volatility, const std::vector< Time > &times, bool controlVariate, BigNatural seed=0) (defined in McDiscreteArithmeticAPO)McDiscreteArithmeticAPO
mcModel_ (defined in McPricer< SingleAsset< PseudoRandom > >)McPricer< SingleAsset< PseudoRandom > > [mutable, protected]
McPricer() (defined in McPricer< SingleAsset< PseudoRandom > >)McPricer< SingleAsset< PseudoRandom > > [protected]
minSample_ (defined in McPricer< SingleAsset< PseudoRandom > >)McPricer< SingleAsset< PseudoRandom > > [protected, static]
sampleAccumulator(void) constMcPricer< SingleAsset< PseudoRandom > >
value(Real tolerance, Size maxSample=QL_MAX_INTEGER) constMcPricer< SingleAsset< PseudoRandom > >
valueWithSamples(Size samples) constMcPricer< SingleAsset< PseudoRandom > >
~McPricer() (defined in McPricer< SingleAsset< PseudoRandom > >)McPricer< SingleAsset< PseudoRandom > > [virtual]


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