addSamples(Size samples) | MonteCarloModel< MC, RNG, S > | |
cvOptionValue_ | MonteCarloModel< MC, RNG, S > | private |
cvPathGenerator_ | MonteCarloModel< MC, RNG, S > | private |
cvPathPricer_ | MonteCarloModel< MC, RNG, S > | private |
isAntitheticVariate_ | MonteCarloModel< MC, RNG, S > | private |
isControlVariate_ | MonteCarloModel< MC, RNG, S > | private |
mc_traits typedef | MonteCarloModel< MC, RNG, S > | |
MonteCarloModel(ext::shared_ptr< path_generator_type > pathGenerator, ext::shared_ptr< path_pricer_type > pathPricer, stats_type sampleAccumulator, bool antitheticVariate, ext::shared_ptr< path_pricer_type > cvPathPricer=ext::shared_ptr< path_pricer_type >(), result_type cvOptionValue=result_type(), ext::shared_ptr< path_generator_type > cvPathGenerator=ext::shared_ptr< path_generator_type >()) | MonteCarloModel< MC, RNG, S > | |
path_generator_type typedef | MonteCarloModel< MC, RNG, S > | |
path_pricer_type typedef | MonteCarloModel< MC, RNG, S > | |
pathGenerator_ | MonteCarloModel< MC, RNG, S > | private |
pathPricer_ | MonteCarloModel< MC, RNG, S > | private |
result_type typedef | MonteCarloModel< MC, RNG, S > | |
rng_traits typedef | MonteCarloModel< MC, RNG, S > | |
sample_type typedef | MonteCarloModel< MC, RNG, S > | |
sampleAccumulator() const | MonteCarloModel< MC, RNG, S > | |
sampleAccumulator_ | MonteCarloModel< MC, RNG, S > | private |
stats_type typedef | MonteCarloModel< MC, RNG, S > | |