antitheticVariate_ | McSimulation< MC, RNG, S > | protected |
calculate(Real requiredTolerance, Size requiredSamples, Size maxSamples) const | McSimulation< MC, RNG, S > | |
controlPathGenerator() const | McSimulation< MC, RNG, S > | protectedvirtual |
controlPathPricer() const | McSimulation< MC, RNG, S > | protectedvirtual |
controlPricingEngine() const | McSimulation< MC, RNG, S > | protectedvirtual |
controlVariate_ | McSimulation< MC, RNG, S > | protected |
controlVariateValue() const | McSimulation< MC, RNG, S > | protectedvirtual |
errorEstimate() const | McSimulation< MC, RNG, S > | |
maxError(const Sequence &sequence) | McSimulation< MC, RNG, S > | protectedstatic |
maxError(Real error) | McSimulation< MC, RNG, S > | protectedstatic |
mcModel_ | McSimulation< MC, RNG, S > | mutableprotected |
McSimulation(bool antitheticVariate, bool controlVariate) | McSimulation< MC, RNG, S > | protected |
path_generator_type typedef | McSimulation< MC, RNG, S > | |
path_pricer_type typedef | McSimulation< MC, RNG, S > | |
pathGenerator() const =0 | McSimulation< MC, RNG, S > | protectedpure virtual |
pathPricer() const =0 | McSimulation< MC, RNG, S > | protectedpure virtual |
result_type typedef | McSimulation< MC, RNG, S > | |
sampleAccumulator() const | McSimulation< MC, RNG, S > | |
stats_type typedef | McSimulation< MC, RNG, S > | |
timeGrid() const =0 | 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()=default | McSimulation< MC, RNG, S > | virtual |