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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<h1>MCAmericanEngine Member List</h1>This is the complete list of members for <a class="el" href="class_quant_lib_1_1_m_c_american_engine.html">MCAmericanEngine</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>arguments_</b> (defined in <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine</a>)</td><td><a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine</a></td><td><code> [mutable, protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>brownianBridge_</b> (defined in <a class="el" href="class_quant_lib_1_1_m_c_longstaff_schwartz_engine.html">MCLongstaffSchwartzEngine</a>)</td><td><a class="el" href="class_quant_lib_1_1_m_c_longstaff_schwartz_engine.html">MCLongstaffSchwartzEngine</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_longstaff_schwartz_engine.html">MCLongstaffSchwartzEngine</a>)</td><td><a class="el" href="class_quant_lib_1_1_m_c_longstaff_schwartz_engine.html">MCLongstaffSchwartzEngine</a></td><td><code> [virtual]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_mc_simulation.html#778f370c51e99a9f99dc8eb03cbe6140">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_m_c_american_engine.html">MCAmericanEngine</a>)</td><td><a class="el" href="class_quant_lib_1_1_m_c_american_engine.html">MCAmericanEngine</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_m_c_american_engine.html">MCAmericanEngine</a>)</td><td><a class="el" href="class_quant_lib_1_1_m_c_american_engine.html">MCAmericanEngine</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_m_c_american_engine.html">MCAmericanEngine</a>)</td><td><a class="el" href="class_quant_lib_1_1_m_c_american_engine.html">MCAmericanEngine</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#edf5500bc16aadda7266e3d70e86102c">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>getArguments</b>() const (defined in <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine</a>)</td><td><a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine</a></td><td><code> [virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>getResults</b>() const (defined in <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine</a>)</td><td><a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine</a></td><td><code> [virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>lsmPathPricer</b>() const (defined in <a class="el" href="class_quant_lib_1_1_m_c_american_engine.html">MCAmericanEngine</a>)</td><td><a class="el" href="class_quant_lib_1_1_m_c_american_engine.html">MCAmericanEngine</a></td><td><code> [protected, virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>maxError</b>(const Sequence &sequence) (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, static]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>maxError</b>(Real error) (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, static]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>maxSamples_</b> (defined in <a class="el" href="class_quant_lib_1_1_m_c_longstaff_schwartz_engine.html">MCLongstaffSchwartzEngine</a>)</td><td><a class="el" href="class_quant_lib_1_1_m_c_longstaff_schwartz_engine.html">MCLongstaffSchwartzEngine</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>MCAmericanEngine</b>(const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Size timeSteps, Size timeStepsPerYear, bool antitheticVariate, bool controlVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed, Size polynomOrder, LsmBasisSystem::PolynomType polynomType, Size nCalibrationSamples=Null< Size >()) (defined in <a class="el" href="class_quant_lib_1_1_m_c_american_engine.html">MCAmericanEngine</a>)</td><td><a class="el" href="class_quant_lib_1_1_m_c_american_engine.html">MCAmericanEngine</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>MCLongstaffSchwartzEngine</b>(const boost::shared_ptr< StochasticProcess > &process, Size timeSteps, Size timeStepsPerYear, bool brownianBridge, bool antitheticVariate, bool controlVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed, Size nCalibrationSamples=Null< Size >()) (defined in <a class="el" href="class_quant_lib_1_1_m_c_longstaff_schwartz_engine.html">MCLongstaffSchwartzEngine</a>)</td><td><a class="el" href="class_quant_lib_1_1_m_c_longstaff_schwartz_engine.html">MCLongstaffSchwartzEngine</a></td><td></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>nCalibrationSamples_</b> (defined in <a class="el" href="class_quant_lib_1_1_m_c_longstaff_schwartz_engine.html">MCLongstaffSchwartzEngine</a>)</td><td><a class="el" href="class_quant_lib_1_1_m_c_longstaff_schwartz_engine.html">MCLongstaffSchwartzEngine</a></td><td><code> [protected]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_observable.html#397546715bfc5aedd1d16dd202a19d4c">notifyObservers</a>()</td><td><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>Observable</b>() (defined in <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a>)</td><td><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>Observable</b>(const Observable &) (defined in <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a>)</td><td><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>Observer</b>() (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>Observer</b>(const Observer &) (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_observable.html#522aacdd0f2408fe5e46527a6db999b4">QuantLib::operator=</a>(const Observable &)</td><td><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>operator=</b>(const Observer &) (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td><a class="el" href="class_quant_lib_1_1_observer.html">Observer</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_longstaff_schwartz_engine.html">MCLongstaffSchwartzEngine</a>)</td><td><a class="el" href="class_quant_lib_1_1_m_c_longstaff_schwartz_engine.html">MCLongstaffSchwartzEngine</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_longstaff_schwartz_engine.html">MCLongstaffSchwartzEngine</a>)</td><td><a class="el" href="class_quant_lib_1_1_m_c_longstaff_schwartz_engine.html">MCLongstaffSchwartzEngine</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>path_type</b> typedef (defined in <a class="el" href="class_quant_lib_1_1_m_c_longstaff_schwartz_engine.html">MCLongstaffSchwartzEngine</a>)</td><td><a class="el" href="class_quant_lib_1_1_m_c_longstaff_schwartz_engine.html">MCLongstaffSchwartzEngine</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_longstaff_schwartz_engine.html">MCLongstaffSchwartzEngine</a>)</td><td><a class="el" href="class_quant_lib_1_1_m_c_longstaff_schwartz_engine.html">MCLongstaffSchwartzEngine</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_longstaff_schwartz_engine.html">MCLongstaffSchwartzEngine</a>)</td><td><a class="el" href="class_quant_lib_1_1_m_c_longstaff_schwartz_engine.html">MCLongstaffSchwartzEngine</a></td><td><code> [protected, virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>pathPricer_</b> (defined in <a class="el" href="class_quant_lib_1_1_m_c_longstaff_schwartz_engine.html">MCLongstaffSchwartzEngine</a>)</td><td><a class="el" href="class_quant_lib_1_1_m_c_longstaff_schwartz_engine.html">MCLongstaffSchwartzEngine</a></td><td><code> [mutable, protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>process_</b> (defined in <a class="el" href="class_quant_lib_1_1_m_c_longstaff_schwartz_engine.html">MCLongstaffSchwartzEngine</a>)</td><td><a class="el" href="class_quant_lib_1_1_m_c_longstaff_schwartz_engine.html">MCLongstaffSchwartzEngine</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>registerWith</b>(const boost::shared_ptr< Observable > &) (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>requiredSamples_</b> (defined in <a class="el" href="class_quant_lib_1_1_m_c_longstaff_schwartz_engine.html">MCLongstaffSchwartzEngine</a>)</td><td><a class="el" href="class_quant_lib_1_1_m_c_longstaff_schwartz_engine.html">MCLongstaffSchwartzEngine</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_longstaff_schwartz_engine.html">MCLongstaffSchwartzEngine</a>)</td><td><a class="el" href="class_quant_lib_1_1_m_c_longstaff_schwartz_engine.html">MCLongstaffSchwartzEngine</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>reset</b>() (defined in <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine</a>)</td><td><a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine</a></td><td><code> [virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>result_type</b> typedef (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></td></tr>
<tr bgcolor="#f0f0f0"><td><b>results_</b> (defined in <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine</a>)</td><td><a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine</a></td><td><code> [mutable, protected]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_mc_simulation.html#97a9254d199bc4ea4a78d11eaf2d713d">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_longstaff_schwartz_engine.html">MCLongstaffSchwartzEngine</a>)</td><td><a class="el" href="class_quant_lib_1_1_m_c_longstaff_schwartz_engine.html">MCLongstaffSchwartzEngine</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_longstaff_schwartz_engine.html">MCLongstaffSchwartzEngine</a>)</td><td><a class="el" href="class_quant_lib_1_1_m_c_longstaff_schwartz_engine.html">MCLongstaffSchwartzEngine</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_longstaff_schwartz_engine.html">MCLongstaffSchwartzEngine</a>)</td><td><a class="el" href="class_quant_lib_1_1_m_c_longstaff_schwartz_engine.html">MCLongstaffSchwartzEngine</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_longstaff_schwartz_engine.html">MCLongstaffSchwartzEngine</a>)</td><td><a class="el" href="class_quant_lib_1_1_m_c_longstaff_schwartz_engine.html">MCLongstaffSchwartzEngine</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_longstaff_schwartz_engine.html">MCLongstaffSchwartzEngine</a>)</td><td><a class="el" href="class_quant_lib_1_1_m_c_longstaff_schwartz_engine.html">MCLongstaffSchwartzEngine</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>unregisterWith</b>(const boost::shared_ptr< Observable > &) (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_generic_engine.html#c5c54df7ed3b930268c8d7752c101725">update</a>()</td><td><a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine</a></td><td><code> [virtual]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_mc_simulation.html#f5af70b152b72f235dc275464058ef69">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#cabb99b71d14507ebd13797c9d904ffc">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>
<tr bgcolor="#f0f0f0"><td><b>~Observable</b>() (defined in <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a>)</td><td><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td><code> [virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>~Observer</b>() (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td><code> [virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>~PricingEngine</b>() (defined in <a class="el" href="class_quant_lib_1_1_pricing_engine.html">PricingEngine</a>)</td><td><a class="el" href="class_quant_lib_1_1_pricing_engine.html">PricingEngine</a></td><td><code> [virtual]</code></td></tr>
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