QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
McSimulation< MC, RNG, S > Member List

This is the complete list of members for McSimulation< MC, RNG, S >, including all inherited members.

antitheticVariate_ (defined in McSimulation< MC, RNG, S >)McSimulation< MC, RNG, S >protected
calculate(Real requiredTolerance, Size requiredSamples, Size maxSamples) constMcSimulation< MC, RNG, S >
controlPathGenerator() const (defined in McSimulation< MC, RNG, S >)McSimulation< MC, RNG, S >protectedvirtual
controlPathPricer() const (defined in McSimulation< MC, RNG, S >)McSimulation< MC, RNG, S >protectedvirtual
controlPricingEngine() const (defined in McSimulation< MC, RNG, S >)McSimulation< MC, RNG, S >protectedvirtual
controlVariate_ (defined in McSimulation< MC, RNG, S >)McSimulation< MC, RNG, S >protected
controlVariateValue() const (defined in McSimulation< MC, RNG, S >)McSimulation< MC, RNG, S >protectedvirtual
errorEstimate() constMcSimulation< MC, RNG, S >
maxError(const Sequence &sequence) (defined in McSimulation< MC, RNG, S >)McSimulation< MC, RNG, S >protectedstatic
maxError(Real error) (defined in McSimulation< MC, RNG, S >)McSimulation< MC, RNG, S >protectedstatic
mcModel_ (defined in McSimulation< MC, RNG, S >)McSimulation< MC, RNG, S >mutableprotected
McSimulation(bool antitheticVariate, bool controlVariate) (defined in McSimulation< MC, RNG, S >)McSimulation< MC, RNG, S >protected
path_generator_type typedef (defined in McSimulation< MC, RNG, S >)McSimulation< MC, RNG, S >
path_pricer_type typedef (defined in McSimulation< MC, RNG, S >)McSimulation< MC, RNG, S >
pathGenerator() const =0 (defined in McSimulation< MC, RNG, S >)McSimulation< MC, RNG, S >protectedpure virtual
pathPricer() const =0 (defined in McSimulation< MC, RNG, S >)McSimulation< MC, RNG, S >protectedpure virtual
result_type typedef (defined in McSimulation< MC, RNG, S >)McSimulation< MC, RNG, S >
sampleAccumulator() constMcSimulation< MC, RNG, S >
stats_type typedef (defined in McSimulation< MC, RNG, S >)McSimulation< MC, RNG, S >
timeGrid() const =0 (defined in McSimulation< MC, RNG, S >)McSimulation< MC, RNG, S >protectedpure virtual
value(Real tolerance, Size maxSamples=QL_MAX_INTEGER, Size minSamples=1023) constMcSimulation< MC, RNG, S >
valueWithSamples(Size samples) constMcSimulation< MC, RNG, S >
~McSimulation() (defined in McSimulation< MC, RNG, S >)McSimulation< MC, RNG, S >virtual