| antitheticVariate_ (defined in McSimulation< SingleVariate, PseudoRandom, Statistics >) | McSimulation< SingleVariate, PseudoRandom, Statistics > | protected |
| antitheticVariateCalibration_ (defined in MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, PseudoRandom, Statistics, PseudoRandom >) | MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, PseudoRandom, Statistics, PseudoRandom > | protected |
| brownianBridge_ (defined in MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, PseudoRandom, Statistics, PseudoRandom >) | MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, PseudoRandom, Statistics, PseudoRandom > | protected |
| brownianBridgeCalibration_ (defined in MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, PseudoRandom, Statistics, PseudoRandom >) | MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, PseudoRandom, Statistics, PseudoRandom > | protected |
| calculate() const (defined in MCAmericanEngine< RNG, S, RNG_Calibration >) | MCAmericanEngine< RNG, S, RNG_Calibration > | |
| calculate() const (defined in MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, PseudoRandom, Statistics, PseudoRandom >) | MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, PseudoRandom, Statistics, PseudoRandom > | |
| McSimulation< SingleVariate, PseudoRandom, Statistics >::calculate(Real requiredTolerance, Size requiredSamples, Size maxSamples) const | McSimulation< SingleVariate, PseudoRandom, Statistics > | |
| controlPathGenerator() const (defined in McSimulation< SingleVariate, PseudoRandom, Statistics >) | McSimulation< SingleVariate, PseudoRandom, Statistics > | protectedvirtual |
| controlPathPricer() const (defined in MCAmericanEngine< RNG, S, RNG_Calibration >) | MCAmericanEngine< RNG, S, RNG_Calibration > | protected |
| controlPathPricer() const (defined in McSimulation< SingleVariate, PseudoRandom, Statistics >) | McSimulation< SingleVariate, PseudoRandom, Statistics > | protectedvirtual |
| controlPricingEngine() const (defined in MCAmericanEngine< RNG, S, RNG_Calibration >) | MCAmericanEngine< RNG, S, RNG_Calibration > | protected |
| controlPricingEngine() const (defined in McSimulation< SingleVariate, PseudoRandom, Statistics >) | McSimulation< SingleVariate, PseudoRandom, Statistics > | protectedvirtual |
| controlVariate_ (defined in McSimulation< SingleVariate, PseudoRandom, Statistics >) | McSimulation< SingleVariate, PseudoRandom, Statistics > | protected |
| controlVariateValue() const (defined in MCAmericanEngine< RNG, S, RNG_Calibration >) | MCAmericanEngine< RNG, S, RNG_Calibration > | protected |
| controlVariateValue() const (defined in McSimulation< SingleVariate, PseudoRandom, Statistics >) | McSimulation< SingleVariate, PseudoRandom, Statistics > | protectedvirtual |
| errorEstimate() const | McSimulation< SingleVariate, PseudoRandom, Statistics > | |
| lsmPathPricer() const (defined in MCAmericanEngine< RNG, S, RNG_Calibration >) | MCAmericanEngine< RNG, S, RNG_Calibration > | protected |
| lsmPathPricer() const=0 (defined in MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, PseudoRandom, Statistics, PseudoRandom >) | MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, PseudoRandom, Statistics, PseudoRandom > | protectedpure virtual |
| maxError(const Sequence &sequence) (defined in McSimulation< SingleVariate, PseudoRandom, Statistics >) | McSimulation< SingleVariate, PseudoRandom, Statistics > | protectedstatic |
| maxError(Real error) (defined in McSimulation< SingleVariate, PseudoRandom, Statistics >) | McSimulation< SingleVariate, PseudoRandom, Statistics > | protectedstatic |
| maxSamples_ (defined in MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, PseudoRandom, Statistics, PseudoRandom >) | MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, PseudoRandom, Statistics, PseudoRandom > | protected |
| MCAmericanEngine(const ext::shared_ptr< GeneralizedBlackScholesProcess > &process, Size timeSteps, Size timeStepsPerYear, bool antitheticVariate, bool controlVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed, Size polynomOrder, LsmBasisSystem::PolynomType polynomType, Size nCalibrationSamples=Null< Size >(), const boost::optional< bool > &antitheticVariateCalibration=boost::none, BigNatural seedCalibration=Null< Size >()) (defined in MCAmericanEngine< RNG, S, RNG_Calibration >) | MCAmericanEngine< RNG, S, RNG_Calibration > | |
| MCLongstaffSchwartzEngine(const ext::shared_ptr< StochasticProcess > &process, Size timeSteps, Size timeStepsPerYear, bool brownianBridge, bool antitheticVariate, bool controlVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed, Size nCalibrationSamples=Null< Size >(), boost::optional< bool > brownianBridgeCalibration=boost::none, boost::optional< bool > antitheticVariateCalibration=boost::none, BigNatural seedCalibration=Null< Size >()) | MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, PseudoRandom, Statistics, PseudoRandom > | |
| mcModel_ (defined in McSimulation< SingleVariate, PseudoRandom, Statistics >) | McSimulation< SingleVariate, PseudoRandom, Statistics > | mutableprotected |
| mcModelCalibration_ (defined in MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, PseudoRandom, Statistics, PseudoRandom >) | MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, PseudoRandom, Statistics, PseudoRandom > | mutableprotected |
| McSimulation(bool antitheticVariate, bool controlVariate) (defined in McSimulation< SingleVariate, PseudoRandom, Statistics >) | McSimulation< SingleVariate, PseudoRandom, Statistics > | protected |
| nCalibrationSamples_ (defined in MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, PseudoRandom, Statistics, PseudoRandom >) | MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, PseudoRandom, Statistics, PseudoRandom > | protected |
| path_generator_type typedef (defined in MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, PseudoRandom, Statistics, PseudoRandom >) | MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, PseudoRandom, Statistics, PseudoRandom > | |
| path_generator_type_calibration typedef (defined in MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, PseudoRandom, Statistics, PseudoRandom >) | MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, PseudoRandom, Statistics, PseudoRandom > | |
| path_pricer_type typedef (defined in MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, PseudoRandom, Statistics, PseudoRandom >) | MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, PseudoRandom, Statistics, PseudoRandom > | |
| path_type typedef (defined in MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, PseudoRandom, Statistics, PseudoRandom >) | MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, PseudoRandom, Statistics, PseudoRandom > | |
| pathGenerator() const (defined in MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, PseudoRandom, Statistics, PseudoRandom >) | MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, PseudoRandom, Statistics, PseudoRandom > | protectedvirtual |
| pathPricer() const (defined in MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, PseudoRandom, Statistics, PseudoRandom >) | MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, PseudoRandom, Statistics, PseudoRandom > | protectedvirtual |
| pathPricer_ (defined in MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, PseudoRandom, Statistics, PseudoRandom >) | MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, PseudoRandom, Statistics, PseudoRandom > | mutableprotected |
| process_ (defined in MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, PseudoRandom, Statistics, PseudoRandom >) | MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, PseudoRandom, Statistics, PseudoRandom > | protected |
| requiredSamples_ (defined in MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, PseudoRandom, Statistics, PseudoRandom >) | MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, PseudoRandom, Statistics, PseudoRandom > | protected |
| requiredTolerance_ (defined in MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, PseudoRandom, Statistics, PseudoRandom >) | MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, PseudoRandom, Statistics, PseudoRandom > | protected |
| result_type typedef (defined in McSimulation< SingleVariate, PseudoRandom, Statistics >) | McSimulation< SingleVariate, PseudoRandom, Statistics > | |
| sampleAccumulator() const | McSimulation< SingleVariate, PseudoRandom, Statistics > | |
| seed_ (defined in MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, PseudoRandom, Statistics, PseudoRandom >) | MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, PseudoRandom, Statistics, PseudoRandom > | protected |
| seedCalibration_ (defined in MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, PseudoRandom, Statistics, PseudoRandom >) | MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, PseudoRandom, Statistics, PseudoRandom > | protected |
| stats_type typedef (defined in MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, PseudoRandom, Statistics, PseudoRandom >) | MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, PseudoRandom, Statistics, PseudoRandom > | |
| timeGrid() const (defined in MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, PseudoRandom, Statistics, PseudoRandom >) | MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, PseudoRandom, Statistics, PseudoRandom > | protectedvirtual |
| timeSteps_ (defined in MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, PseudoRandom, Statistics, PseudoRandom >) | MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, PseudoRandom, Statistics, PseudoRandom > | protected |
| timeStepsPerYear_ (defined in MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, PseudoRandom, Statistics, PseudoRandom >) | MCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, PseudoRandom, Statistics, PseudoRandom > | protected |
| value(Real tolerance, Size maxSamples=QL_MAX_INTEGER, Size minSamples=1023) const | McSimulation< SingleVariate, PseudoRandom, Statistics > | |
| valueWithSamples(Size samples) const | McSimulation< SingleVariate, PseudoRandom, Statistics > | |
| ~McSimulation() (defined in McSimulation< SingleVariate, PseudoRandom, Statistics >) | McSimulation< SingleVariate, PseudoRandom, Statistics > | virtual |