MCPagodaEngine< RNG, S > Member List

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

antitheticVariate_ (defined in McSimulation< MultiVariate, RNG, S >)McSimulation< MultiVariate, RNG, S >protected
arguments_ (defined in GenericEngine< PagodaOption::arguments, PagodaOption::results >)GenericEngine< PagodaOption::arguments, PagodaOption::results >mutableprotected
calculate() const (defined in MCPagodaEngine< RNG, S >)MCPagodaEngine< RNG, S >virtual
McSimulation< MultiVariate, RNG, S >::calculate(Real requiredTolerance, Size requiredSamples, Size maxSamples) constMcSimulation< 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 McSimulation< MultiVariate, RNG, S >)McSimulation< MultiVariate, RNG, S >protectedvirtual
errorEstimate() constMcSimulation< MultiVariate, RNG, S >
getArguments() const (defined in GenericEngine< PagodaOption::arguments, PagodaOption::results >)GenericEngine< PagodaOption::arguments, PagodaOption::results >virtual
getResults() const (defined in GenericEngine< PagodaOption::arguments, PagodaOption::results >)GenericEngine< PagodaOption::arguments, PagodaOption::results >virtual
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
mcModel_ (defined in McSimulation< MultiVariate, RNG, S >)McSimulation< MultiVariate, RNG, S >mutableprotected
MCPagodaEngine(const boost::shared_ptr< StochasticProcessArray > &, bool brownianBridge, bool antitheticVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed) (defined in MCPagodaEngine< RNG, S >)MCPagodaEngine< RNG, S >
McSimulation(bool antitheticVariate, bool controlVariate) (defined in McSimulation< MultiVariate, RNG, S >)McSimulation< MultiVariate, RNG, S >protected
notifyObservers()Observable
Observable() (defined in Observable)Observable
Observable(const Observable &) (defined in Observable)Observable
Observer() (defined in Observer)Observer
Observer(const Observer &) (defined in Observer)Observer
QuantLib::operator=(const Observable &)Observable
operator=(const Observer &) (defined in Observer)Observer
path_generator_type typedef (defined in MCPagodaEngine< RNG, S >)MCPagodaEngine< RNG, S >
path_pricer_type typedef (defined in MCPagodaEngine< RNG, S >)MCPagodaEngine< RNG, S >
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
reset() (defined in GenericEngine< PagodaOption::arguments, PagodaOption::results >)GenericEngine< PagodaOption::arguments, PagodaOption::results >virtual
result_type typedef (defined in McSimulation< MultiVariate, RNG, S >)McSimulation< MultiVariate, RNG, S >
results_ (defined in GenericEngine< PagodaOption::arguments, PagodaOption::results >)GenericEngine< PagodaOption::arguments, PagodaOption::results >mutableprotected
sampleAccumulator(void) constMcSimulation< MultiVariate, RNG, S >
stats_type typedef (defined in MCPagodaEngine< RNG, S >)MCPagodaEngine< RNG, S >
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll()Observer
update() (defined in GenericEngine< PagodaOption::arguments, PagodaOption::results >)GenericEngine< PagodaOption::arguments, PagodaOption::results >virtual
value(Real tolerance, Size maxSamples=QL_MAX_INTEGER, Size minSamples=1023) constMcSimulation< MultiVariate, RNG, S >
valueWithSamples(Size samples) constMcSimulation< MultiVariate, RNG, S >
~McSimulation() (defined in McSimulation< MultiVariate, RNG, S >)McSimulation< MultiVariate, RNG, S >virtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual
~PricingEngine() (defined in PricingEngine)PricingEnginevirtual