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<h1>MCVarianceSwapEngine Member List</h1>This is the complete list of members for <a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine</a>, including all inherited members.<p><table>
<tr bgcolor="#f0f0f0"><td><b>antitheticVariate_</b> (defined in <a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation</a>)</td><td><a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>brownianBridge_</b> (defined in <a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine</a>)</td><td><a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>calculate</b>() const (defined in <a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine</a>)</td><td><a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine</a></td><td><code> [virtual]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_mc_simulation.html#d5f42177fb934aa1898abe8120e7d8dc">QuantLib::McSimulation::calculate</a>(Real requiredTolerance, Size requiredSamples, Size maxSamples) const</td><td><a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>controlPathPricer</b>() const (defined in <a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation</a>)</td><td><a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation</a></td><td><code> [protected, virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>controlPricingEngine</b>() const (defined in <a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation</a>)</td><td><a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation</a></td><td><code> [protected, virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>controlVariate_</b> (defined in <a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation</a>)</td><td><a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>controlVariateValue</b>() const (defined in <a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation</a>)</td><td><a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation</a></td><td><code> [protected, virtual]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_mc_simulation.html#7f7b2ee66cf1eca0aecb6f1e65549798">errorEstimate</a>() const</td><td><a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>maxSamples_</b> (defined in <a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine</a>)</td><td><a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>mcModel_</b> (defined in <a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation</a>)</td><td><a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation</a></td><td><code> [mutable, protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>McSimulation</b>(bool antitheticVariate, bool controlVariate) (defined in <a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation</a>)</td><td><a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>MCVarianceSwapEngine</b>(Size timeSteps, Size timeStepsPerYear, bool brownianBridge, bool antitheticVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed) (defined in <a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine</a>)</td><td><a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>path_generator_type</b> typedef (defined in <a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine</a>)</td><td><a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>path_pricer_type</b> typedef (defined in <a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine</a>)</td><td><a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>pathGenerator</b>() const (defined in <a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine</a>)</td><td><a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine</a></td><td><code> [protected, virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>pathPricer</b>() const (defined in <a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine</a>)</td><td><a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine</a></td><td><code> [protected, virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>requiredSamples_</b> (defined in <a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine</a>)</td><td><a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>requiredTolerance_</b> (defined in <a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine</a>)</td><td><a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine</a></td><td><code> [protected]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_mc_simulation.html#ae431188883fbe6c0a459e0922e667e7">sampleAccumulator</a>(void) const</td><td><a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>seed_</b> (defined in <a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine</a>)</td><td><a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>stats_type</b> typedef (defined in <a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine</a>)</td><td><a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>timeGrid</b>() const (defined in <a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine</a>)</td><td><a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine</a></td><td><code> [protected, virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>timeSteps_</b> (defined in <a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine</a>)</td><td><a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>timeStepsPerYear_</b> (defined in <a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine</a>)</td><td><a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine</a></td><td><code> [protected]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_mc_simulation.html#efb644d627928b43e12d6fb530249594">value</a>(Real tolerance, Size maxSamples=QL_MAX_INTEGER, Size minSamples=1023) const</td><td><a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_mc_simulation.html#af5d1d3b621e3b52cb90c0ffb874c122">valueWithSamples</a>(Size samples) const </td><td><a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>~McSimulation</b>() (defined in <a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation</a>)</td><td><a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation</a></td><td><code> [virtual]</code></td></tr>
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