antitheticVariate_ (defined in McSimulation< MC, RNG, S >) | McSimulation< MC, RNG, S > | protected |
calculate(Real requiredTolerance, Size requiredSamples, Size maxSamples) const | McSimulation< 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() const | McSimulation< 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() const | McSimulation< 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) const | McSimulation< MC, RNG, S > | |
valueWithSamples(Size samples) const | McSimulation< MC, RNG, S > | |
~McSimulation() (defined in McSimulation< MC, RNG, S >) | McSimulation< MC, RNG, S > | virtual |