QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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McSimulation< MC, RNG, S > Member List

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

antitheticVariate_McSimulation< MC, RNG, S >protected
calculate(Real requiredTolerance, Size requiredSamples, Size maxSamples) constMcSimulation< MC, RNG, S >
controlPathGenerator() constMcSimulation< MC, RNG, S >protectedvirtual
controlPathPricer() constMcSimulation< MC, RNG, S >protectedvirtual
controlPricingEngine() constMcSimulation< MC, RNG, S >protectedvirtual
controlVariate_McSimulation< MC, RNG, S >protected
controlVariateValue() constMcSimulation< MC, RNG, S >protectedvirtual
errorEstimate() constMcSimulation< 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 typedefMcSimulation< MC, RNG, S >
path_pricer_type typedefMcSimulation< MC, RNG, S >
pathGenerator() const =0McSimulation< MC, RNG, S >protectedpure virtual
pathPricer() const =0McSimulation< MC, RNG, S >protectedpure virtual
result_type typedefMcSimulation< MC, RNG, S >
sampleAccumulator() constMcSimulation< MC, RNG, S >
stats_type typedefMcSimulation< MC, RNG, S >
timeGrid() const =0McSimulation< MC, RNG, S >protectedpure virtual
value(Real tolerance, Size maxSamples=QL_MAX_INTEGER, Size minSamples=1023) constMcSimulation< MC, RNG, S >
valueWithSamples(Size samples) constMcSimulation< MC, RNG, S >
~McSimulation()=defaultMcSimulation< MC, RNG, S >virtual