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

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

addSamples(Size samples) (defined in MonteCarloModel< MC, RNG, S >)MonteCarloModel< MC, RNG, S >
mc_traits typedef (defined in MonteCarloModel< MC, RNG, S >)MonteCarloModel< MC, RNG, S >
MonteCarloModel(const ext::shared_ptr< path_generator_type > &pathGenerator, const ext::shared_ptr< path_pricer_type > &pathPricer, const stats_type &sampleAccumulator, bool antitheticVariate, const ext::shared_ptr< path_pricer_type > &cvPathPricer=ext::shared_ptr< path_pricer_type >(), result_type cvOptionValue=result_type(), const ext::shared_ptr< path_generator_type > &cvPathGenerator=ext::shared_ptr< path_generator_type >()) (defined in MonteCarloModel< MC, RNG, S >)MonteCarloModel< MC, RNG, S >
path_generator_type typedef (defined in MonteCarloModel< MC, RNG, S >)MonteCarloModel< MC, RNG, S >
path_pricer_type typedef (defined in MonteCarloModel< MC, RNG, S >)MonteCarloModel< MC, RNG, S >
result_type typedef (defined in MonteCarloModel< MC, RNG, S >)MonteCarloModel< MC, RNG, S >
rng_traits typedef (defined in MonteCarloModel< MC, RNG, S >)MonteCarloModel< MC, RNG, S >
sample_type typedef (defined in MonteCarloModel< MC, RNG, S >)MonteCarloModel< MC, RNG, S >
sampleAccumulator() const (defined in MonteCarloModel< MC, RNG, S >)MonteCarloModel< MC, RNG, S >
stats_type typedef (defined in MonteCarloModel< MC, RNG, S >)MonteCarloModel< MC, RNG, S >