QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
|
This is the complete list of members for MakeMCPagodaEngine< RNG, S >, including all inherited members.
antithetic_ | MakeMCPagodaEngine< RNG, S > | private |
brownianBridge_ | MakeMCPagodaEngine< RNG, S > | private |
MakeMCPagodaEngine(ext::shared_ptr< StochasticProcessArray >) | MakeMCPagodaEngine< RNG, S > | explicit |
maxSamples_ | MakeMCPagodaEngine< RNG, S > | private |
operator ext::shared_ptr< PricingEngine >() const | MakeMCPagodaEngine< RNG, S > | |
process_ | MakeMCPagodaEngine< RNG, S > | private |
samples_ | MakeMCPagodaEngine< RNG, S > | private |
seed_ | MakeMCPagodaEngine< RNG, S > | private |
tolerance_ | MakeMCPagodaEngine< RNG, S > | private |
withAbsoluteTolerance(Real tolerance) | MakeMCPagodaEngine< RNG, S > | |
withAntitheticVariate(bool b=true) | MakeMCPagodaEngine< RNG, S > | |
withBrownianBridge(bool b=true) | MakeMCPagodaEngine< RNG, S > | |
withMaxSamples(Size samples) | MakeMCPagodaEngine< RNG, S > | |
withSamples(Size samples) | MakeMCPagodaEngine< RNG, S > | |
withSeed(BigNatural seed) | MakeMCPagodaEngine< RNG, S > |