MCBarrierEngine Member List

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

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


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