errorEstimate() const | McPricer< SingleAsset< PseudoRandom > > | |
McDiscreteArithmeticAPO(Option::Type type, Real underlying, Real strike, const RelinkableHandle< TermStructure > ÷ndYield, const RelinkableHandle< TermStructure > &riskFreeRate, const RelinkableHandle< BlackVolTermStructure > &volatility, const std::vector< Time > ×, 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) const | McPricer< SingleAsset< PseudoRandom > > | |
value(Real tolerance, Size maxSample=QL_MAX_INTEGER) const | McPricer< SingleAsset< PseudoRandom > > | |
valueWithSamples(Size samples) const | McPricer< SingleAsset< PseudoRandom > > | |
~McPricer() (defined in McPricer< SingleAsset< PseudoRandom > >) | McPricer< SingleAsset< PseudoRandom > > | [virtual] |