QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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MCDigitalEngine< RNG, S > Member List

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

QuantLib::McSimulation< SingleVariate, PseudoRandom, Statistics >::calculate(Real requiredTolerance, Size requiredSamples, Size maxSamples) constMcSimulation< SingleVariate, PseudoRandom, Statistics >
errorEstimate() constMcSimulation< SingleVariate, PseudoRandom, Statistics >
MCDigitalEngine(const ext::shared_ptr< GeneralizedBlackScholesProcess > &, Size timeSteps, Size timeStepsPerYear, bool brownianBridge, bool antitheticVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed) (defined in MCDigitalEngine< RNG, S >)MCDigitalEngine< RNG, S >
path_generator_type typedef (defined in MCDigitalEngine< RNG, S >)MCDigitalEngine< RNG, S >
path_pricer_type typedef (defined in MCDigitalEngine< RNG, S >)MCDigitalEngine< RNG, S >
pathPricer() const override (defined in MCDigitalEngine< RNG, S >)MCDigitalEngine< RNG, S >protectedvirtual
sampleAccumulator() constMcSimulation< SingleVariate, PseudoRandom, Statistics >
stats_type typedef (defined in MCDigitalEngine< RNG, S >)MCDigitalEngine< RNG, S >
value(Real tolerance, Size maxSamples=QL_MAX_INTEGER, Size minSamples=1023) constMcSimulation< SingleVariate, PseudoRandom, Statistics >
valueWithSamples(Size samples) constMcSimulation< SingleVariate, PseudoRandom, Statistics >