QuantLib 0.3.7 http://quantlib.org Getting started Introduction Project overview Where to get QuantLib Installation Usage Version history Additional resources The QuantLib group Copyright and license Reference manual Modules Class Hierarchy Compound List File List Compound Members File Members Todo List Known Bugs Test Suite Deprecated Features Examples

McBasket Member List This is the complete list of members for McBasket, including all inherited members. errorEstimate() const McPricer< MultiAsset< PseudoRandom > > McBasket(Option::Type type, const std::vector< Real > &underlyings, Real strike, const std::vector< RelinkableHandle< TermStructure > > &dividendYields, const RelinkableHandle< TermStructure > &riskFreeRate, const std::vector< RelinkableHandle< BlackVolTermStructure > > &volatilities, const Matrix &correlation, Time residualTime, BigNatural seed=0) (defined in McBasket) McBasket mcModel_ (defined in McPricer< MultiAsset< PseudoRandom > >) McPricer< MultiAsset< PseudoRandom > > [mutable, protected] McPricer() (defined in McPricer< MultiAsset< PseudoRandom > >) McPricer< MultiAsset< PseudoRandom > > [protected] minSample_ (defined in McPricer< MultiAsset< PseudoRandom > >) McPricer< MultiAsset< PseudoRandom > > [protected, static] sampleAccumulator(void) const McPricer< MultiAsset< PseudoRandom > > value(Real tolerance, Size maxSample=QL_MAX_INTEGER) const McPricer< MultiAsset< PseudoRandom > > valueWithSamples(Size samples) const McPricer< MultiAsset< PseudoRandom > > ~McPricer() (defined in McPricer< MultiAsset< PseudoRandom > >) McPricer< MultiAsset< PseudoRandom > > [virtual]

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