| errorEstimate() const | McPricer< SingleAsset< PseudoRandom > > | |
| mcModel_ (defined in McPricer< SingleAsset< PseudoRandom > >) | McPricer< SingleAsset< PseudoRandom > > | [mutable, protected] |
| McPerformanceOption(Option::Type type, Real underlying, Real moneyness, const Handle< YieldTermStructure > ÷ndYield, const Handle< YieldTermStructure > &riskFreeRate, const Handle< BlackVolTermStructure > &volatility, const std::vector< Time > ×, BigNatural seed=0) (defined in McPerformanceOption) | McPerformanceOption | |
| McPricer() (defined in McPricer< SingleAsset< PseudoRandom > >) | McPricer< SingleAsset< PseudoRandom > > | [protected] |
| minSample_ (defined in McPricer< SingleAsset< PseudoRandom > >) | McPricer< SingleAsset< PseudoRandom > > | [protected, static] |
| sampleAccumulator(void) const | McPricer< SingleAsset< PseudoRandom > > | |
| value(Real tolerance, Size maxSample=QL_MAX_INTEGER) const | McPricer< SingleAsset< PseudoRandom > > | |
| valueWithSamples(Size samples) const | McPricer< SingleAsset< PseudoRandom > > | |
| ~McPricer() (defined in McPricer< SingleAsset< PseudoRandom > >) | McPricer< SingleAsset< PseudoRandom > > | [virtual] |