QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
MCEuropeanBasketEngine< RNG, S > Member List

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

antitheticVariate_ (defined in McSimulation< MultiVariate, PseudoRandom, Statistics >)McSimulation< MultiVariate, PseudoRandom, Statistics >protected
arguments_ (defined in GenericEngine< BasketOption::arguments, BasketOption::results >)GenericEngine< BasketOption::arguments, BasketOption::results >mutableprotected
brownianBridge_ (defined in MCEuropeanBasketEngine< RNG, S >)MCEuropeanBasketEngine< RNG, S >protected
calculate() const (defined in MCEuropeanBasketEngine< RNG, S >)MCEuropeanBasketEngine< RNG, S >virtual
McSimulation< MultiVariate, PseudoRandom, Statistics >::calculate(Real requiredTolerance, Size requiredSamples, Size maxSamples) constMcSimulation< MultiVariate, PseudoRandom, Statistics >
controlPathGenerator() const (defined in McSimulation< MultiVariate, PseudoRandom, Statistics >)McSimulation< MultiVariate, PseudoRandom, Statistics >protectedvirtual
controlPathPricer() const (defined in McSimulation< MultiVariate, PseudoRandom, Statistics >)McSimulation< MultiVariate, PseudoRandom, Statistics >protectedvirtual
controlPricingEngine() const (defined in McSimulation< MultiVariate, PseudoRandom, Statistics >)McSimulation< MultiVariate, PseudoRandom, Statistics >protectedvirtual
controlVariate_ (defined in McSimulation< MultiVariate, PseudoRandom, Statistics >)McSimulation< MultiVariate, PseudoRandom, Statistics >protected
controlVariateValue() const (defined in McSimulation< MultiVariate, PseudoRandom, Statistics >)McSimulation< MultiVariate, PseudoRandom, Statistics >protectedvirtual
deepUpdate()Observervirtual
errorEstimate() constMcSimulation< MultiVariate, PseudoRandom, Statistics >
getArguments() const (defined in GenericEngine< BasketOption::arguments, BasketOption::results >)GenericEngine< BasketOption::arguments, BasketOption::results >virtual
getResults() const (defined in GenericEngine< BasketOption::arguments, BasketOption::results >)GenericEngine< BasketOption::arguments, BasketOption::results >virtual
iterator typedef (defined in Observer)Observer
maxError(const Sequence &sequence) (defined in McSimulation< MultiVariate, PseudoRandom, Statistics >)McSimulation< MultiVariate, PseudoRandom, Statistics >protectedstatic
maxError(Real error) (defined in McSimulation< MultiVariate, PseudoRandom, Statistics >)McSimulation< MultiVariate, PseudoRandom, Statistics >protectedstatic
maxSamples_ (defined in MCEuropeanBasketEngine< RNG, S >)MCEuropeanBasketEngine< RNG, S >protected
MCEuropeanBasketEngine(const ext::shared_ptr< StochasticProcessArray > &, Size timeSteps, Size timeStepsPerYear, bool brownianBridge, bool antitheticVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed) (defined in MCEuropeanBasketEngine< RNG, S >)MCEuropeanBasketEngine< RNG, S >
mcModel_ (defined in McSimulation< MultiVariate, PseudoRandom, Statistics >)McSimulation< MultiVariate, PseudoRandom, Statistics >mutableprotected
McSimulation(bool antitheticVariate, bool controlVariate) (defined in McSimulation< MultiVariate, PseudoRandom, Statistics >)McSimulation< MultiVariate, PseudoRandom, Statistics >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 MCEuropeanBasketEngine< RNG, S >)MCEuropeanBasketEngine< RNG, S >
path_pricer_type typedef (defined in MCEuropeanBasketEngine< RNG, S >)MCEuropeanBasketEngine< RNG, S >
pathGenerator() const (defined in MCEuropeanBasketEngine< RNG, S >)MCEuropeanBasketEngine< RNG, S >protectedvirtual
pathPricer() const (defined in MCEuropeanBasketEngine< RNG, S >)MCEuropeanBasketEngine< RNG, S >protectedvirtual
processes_ (defined in MCEuropeanBasketEngine< RNG, S >)MCEuropeanBasketEngine< RNG, S >protected
registerWith(const ext::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
requiredSamples_ (defined in MCEuropeanBasketEngine< RNG, S >)MCEuropeanBasketEngine< RNG, S >protected
requiredTolerance_ (defined in MCEuropeanBasketEngine< RNG, S >)MCEuropeanBasketEngine< RNG, S >protected
reset() (defined in GenericEngine< BasketOption::arguments, BasketOption::results >)GenericEngine< BasketOption::arguments, BasketOption::results >virtual
result_type typedef (defined in McSimulation< MultiVariate, PseudoRandom, Statistics >)McSimulation< MultiVariate, PseudoRandom, Statistics >
results_ (defined in GenericEngine< BasketOption::arguments, BasketOption::results >)GenericEngine< BasketOption::arguments, BasketOption::results >mutableprotected
sampleAccumulator() constMcSimulation< MultiVariate, PseudoRandom, Statistics >
seed_ (defined in MCEuropeanBasketEngine< RNG, S >)MCEuropeanBasketEngine< RNG, S >protected
set_type typedef (defined in Observer)Observer
stats_type typedef (defined in MCEuropeanBasketEngine< RNG, S >)MCEuropeanBasketEngine< RNG, S >
timeGrid() const (defined in MCEuropeanBasketEngine< RNG, S >)MCEuropeanBasketEngine< RNG, S >protectedvirtual
timeSteps_ (defined in MCEuropeanBasketEngine< RNG, S >)MCEuropeanBasketEngine< RNG, S >protected
timeStepsPerYear_ (defined in MCEuropeanBasketEngine< RNG, S >)MCEuropeanBasketEngine< RNG, S >protected
unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()GenericEngine< BasketOption::arguments, BasketOption::results >virtual
value(Real tolerance, Size maxSamples=QL_MAX_INTEGER, Size minSamples=1023) constMcSimulation< MultiVariate, PseudoRandom, Statistics >
valueWithSamples(Size samples) constMcSimulation< MultiVariate, PseudoRandom, Statistics >
~McSimulation() (defined in McSimulation< MultiVariate, PseudoRandom, Statistics >)McSimulation< MultiVariate, PseudoRandom, Statistics >virtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual
~PricingEngine() (defined in PricingEngine)PricingEnginevirtual