errorEstimate() const | McPricer< SingleAsset_old< PseudoRandom_old > > | |
McDiscreteArithmeticASO(Option::Type type, double underlying, Spread dividendYield, Rate riskFreeRate, const std::vector< Time > ×, double volatility, bool antitheticVariance, bool controlVariate, long seed=0) (defined in McDiscreteArithmeticASO) | McDiscreteArithmeticASO | |
mcModel_ (defined in McPricer< SingleAsset_old< PseudoRandom_old > >) | McPricer< SingleAsset_old< PseudoRandom_old > > | [mutable, protected] |
McPricer() (defined in McPricer< SingleAsset_old< PseudoRandom_old > >) | McPricer< SingleAsset_old< PseudoRandom_old > > | [protected] |
minSample_ (defined in McPricer< SingleAsset_old< PseudoRandom_old > >) | McPricer< SingleAsset_old< PseudoRandom_old > > | [protected, static] |
sampleAccumulator(void) const | McPricer< SingleAsset_old< PseudoRandom_old > > | |
value(double tolerance, Size maxSample=QL_MAX_INT) const | McPricer< SingleAsset_old< PseudoRandom_old > > | |
valueWithSamples(Size samples) const | McPricer< SingleAsset_old< PseudoRandom_old > > | |
~McPricer() (defined in McPricer< SingleAsset_old< PseudoRandom_old > >) | McPricer< SingleAsset_old< PseudoRandom_old > > | [virtual] |