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

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

antithetic_ (defined in MCLookbackEngine< I, RNG, S >)MCLookbackEngine< I, RNG, S >protected
brownianBridge_ (defined in MCLookbackEngine< I, RNG, S >)MCLookbackEngine< I, RNG, S >protected
calculate() const override (defined in MCLookbackEngine< I, RNG, S >)MCLookbackEngine< I, RNG, S >
QuantLib::McSimulation< SingleVariate, PseudoRandom, Statistics >::calculate(Real requiredTolerance, Size requiredSamples, Size maxSamples) constMcSimulation< SingleVariate, PseudoRandom, Statistics >
errorEstimate() constMcSimulation< SingleVariate, PseudoRandom, Statistics >
maxSamples_ (defined in MCLookbackEngine< I, RNG, S >)MCLookbackEngine< I, RNG, S >protected
MCLookbackEngine(ext::shared_ptr< GeneralizedBlackScholesProcess > process, Size timeSteps, Size timeStepsPerYear, bool brownianBridge, bool antithetic, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed) (defined in MCLookbackEngine< I, RNG, S >)MCLookbackEngine< I, RNG, S >
path_generator_type typedef (defined in MCLookbackEngine< I, RNG, S >)MCLookbackEngine< I, RNG, S >
path_pricer_type typedef (defined in MCLookbackEngine< I, RNG, S >)MCLookbackEngine< I, RNG, S >
pathGenerator() const override (defined in MCLookbackEngine< I, RNG, S >)MCLookbackEngine< I, RNG, S >protectedvirtual
pathPricer() const override (defined in MCLookbackEngine< I, RNG, S >)MCLookbackEngine< I, RNG, S >protectedvirtual
process_ (defined in MCLookbackEngine< I, RNG, S >)MCLookbackEngine< I, RNG, S >protected
requiredSamples_ (defined in MCLookbackEngine< I, RNG, S >)MCLookbackEngine< I, RNG, S >protected
requiredTolerance_ (defined in MCLookbackEngine< I, RNG, S >)MCLookbackEngine< I, RNG, S >protected
sampleAccumulator() constMcSimulation< SingleVariate, PseudoRandom, Statistics >
seed_ (defined in MCLookbackEngine< I, RNG, S >)MCLookbackEngine< I, RNG, S >protected
timeGrid() const override (defined in MCLookbackEngine< I, RNG, S >)MCLookbackEngine< I, RNG, S >protectedvirtual
timeSteps_ (defined in MCLookbackEngine< I, RNG, S >)MCLookbackEngine< I, RNG, S >protected
timeStepsPerYear_ (defined in MCLookbackEngine< I, RNG, S >)MCLookbackEngine< I, RNG, S >protected
value(Real tolerance, Size maxSamples=QL_MAX_INTEGER, Size minSamples=1023) constMcSimulation< SingleVariate, PseudoRandom, Statistics >
valueWithSamples(Size samples) constMcSimulation< SingleVariate, PseudoRandom, Statistics >