antitheticVariate_ (defined in McSimulation< MultiVariate, RNG, S >) | McSimulation< MultiVariate, RNG, S > | protected |
brownianBridge_ (defined in MCVanillaEngine< MultiVariate, RNG, S >) | MCVanillaEngine< MultiVariate, RNG, S > | protected |
calculate() const (defined in MCVanillaEngine< MultiVariate, RNG, S >) | MCVanillaEngine< MultiVariate, RNG, S > | |
McSimulation< MultiVariate, RNG, S >::calculate(Real requiredTolerance, Size requiredSamples, Size maxSamples) const | McSimulation< MultiVariate, RNG, S > | |
controlPathGenerator() const (defined in McSimulation< MultiVariate, RNG, S >) | McSimulation< MultiVariate, RNG, S > | protectedvirtual |
controlPathPricer() const (defined in McSimulation< MultiVariate, RNG, S >) | McSimulation< MultiVariate, RNG, S > | protectedvirtual |
controlPricingEngine() const (defined in McSimulation< MultiVariate, RNG, S >) | McSimulation< MultiVariate, RNG, S > | protectedvirtual |
controlVariate_ (defined in McSimulation< MultiVariate, RNG, S >) | McSimulation< MultiVariate, RNG, S > | protected |
controlVariateValue() const (defined in MCVanillaEngine< MultiVariate, RNG, S >) | MCVanillaEngine< MultiVariate, RNG, S > | protectedvirtual |
errorEstimate() const | McSimulation< MultiVariate, RNG, S > | |
maxError(const Sequence &sequence) (defined in McSimulation< MultiVariate, RNG, S >) | McSimulation< MultiVariate, RNG, S > | protectedstatic |
maxError(Real error) (defined in McSimulation< MultiVariate, RNG, S >) | McSimulation< MultiVariate, RNG, S > | protectedstatic |
maxSamples_ (defined in MCVanillaEngine< MultiVariate, RNG, S >) | MCVanillaEngine< MultiVariate, RNG, S > | protected |
MCEuropeanHestonEngine(const boost::shared_ptr< HestonProcess > &, Size timeSteps, Size timeStepsPerYear, bool antitheticVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed) (defined in MCEuropeanHestonEngine< RNG, S >) | MCEuropeanHestonEngine< RNG, S > | |
mcModel_ (defined in McSimulation< MultiVariate, RNG, S >) | McSimulation< MultiVariate, RNG, S > | mutableprotected |
McSimulation(bool antitheticVariate, bool controlVariate) (defined in McSimulation< MultiVariate, RNG, S >) | McSimulation< MultiVariate, RNG, S > | protected |
MCVanillaEngine(const boost::shared_ptr< StochasticProcess > &, Size timeSteps, Size timeStepsPerYear, bool brownianBridge, bool antitheticVariate, bool controlVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed) (defined in MCVanillaEngine< MultiVariate, RNG, S >) | MCVanillaEngine< MultiVariate, RNG, S > | protected |
path_generator_type typedef (defined in MCVanillaEngine< MultiVariate, RNG, S >) | MCVanillaEngine< MultiVariate, RNG, S > | protected |
path_pricer_type typedef (defined in MCEuropeanHestonEngine< RNG, S >) | MCEuropeanHestonEngine< RNG, S > | |
pathGenerator() const (defined in MCVanillaEngine< MultiVariate, RNG, S >) | MCVanillaEngine< MultiVariate, RNG, S > | protectedvirtual |
pathPricer() const (defined in MCEuropeanHestonEngine< RNG, S >) | MCEuropeanHestonEngine< RNG, S > | protectedvirtual |
process_ (defined in MCVanillaEngine< MultiVariate, RNG, S >) | MCVanillaEngine< MultiVariate, RNG, S > | protected |
requiredSamples_ (defined in MCVanillaEngine< MultiVariate, RNG, S >) | MCVanillaEngine< MultiVariate, RNG, S > | protected |
requiredTolerance_ (defined in MCVanillaEngine< MultiVariate, RNG, S >) | MCVanillaEngine< MultiVariate, RNG, S > | protected |
result_type typedef (defined in MCVanillaEngine< MultiVariate, RNG, S >) | MCVanillaEngine< MultiVariate, RNG, S > | protected |
sampleAccumulator(void) const | McSimulation< MultiVariate, RNG, S > | |
seed_ (defined in MCVanillaEngine< MultiVariate, RNG, S >) | MCVanillaEngine< MultiVariate, RNG, S > | protected |
stats_type typedef (defined in MCVanillaEngine< MultiVariate, RNG, S >) | MCVanillaEngine< MultiVariate, RNG, S > | protected |
timeGrid() const (defined in MCVanillaEngine< MultiVariate, RNG, S >) | MCVanillaEngine< MultiVariate, RNG, S > | protectedvirtual |
timeSteps_ (defined in MCVanillaEngine< MultiVariate, RNG, S >) | MCVanillaEngine< MultiVariate, RNG, S > | protected |
timeStepsPerYear_ (defined in MCVanillaEngine< MultiVariate, RNG, S >) | MCVanillaEngine< MultiVariate, RNG, S > | protected |
value(Real tolerance, Size maxSamples=QL_MAX_INTEGER, Size minSamples=1023) const | McSimulation< MultiVariate, RNG, S > | |
valueWithSamples(Size samples) const | McSimulation< MultiVariate, RNG, S > | |
~McSimulation() (defined in McSimulation< MultiVariate, RNG, S >) | McSimulation< MultiVariate, RNG, S > | virtual |