A free/open-source library for quantitative finance
Version 1.1
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The QuantLib group
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QuantLib
MakeMCAmericanPathEngine
MakeMCAmericanPathEngine< RNG > Member List
This is the complete list of members for
MakeMCAmericanPathEngine< RNG >
, including all inherited members.
MakeMCAmericanPathEngine
(const boost::shared_ptr< StochasticProcessArray > &) (defined in
MakeMCAmericanPathEngine< RNG >
)
MakeMCAmericanPathEngine< RNG >
operator boost::shared_ptr< PricingEngine >
() const (defined in
MakeMCAmericanPathEngine< RNG >
)
MakeMCAmericanPathEngine< RNG >
withAbsoluteTolerance
(Real tolerance) (defined in
MakeMCAmericanPathEngine< RNG >
)
MakeMCAmericanPathEngine< RNG >
withAntitheticVariate
(bool b=true) (defined in
MakeMCAmericanPathEngine< RNG >
)
MakeMCAmericanPathEngine< RNG >
withBrownianBridge
(bool b=true) (defined in
MakeMCAmericanPathEngine< RNG >
)
MakeMCAmericanPathEngine< RNG >
withCalibrationSamples
(Size samples) (defined in
MakeMCAmericanPathEngine< RNG >
)
MakeMCAmericanPathEngine< RNG >
withControlVariate
(bool b=true) (defined in
MakeMCAmericanPathEngine< RNG >
)
MakeMCAmericanPathEngine< RNG >
withMaxSamples
(Size samples) (defined in
MakeMCAmericanPathEngine< RNG >
)
MakeMCAmericanPathEngine< RNG >
withSamples
(Size samples) (defined in
MakeMCAmericanPathEngine< RNG >
)
MakeMCAmericanPathEngine< RNG >
withSeed
(BigNatural seed) (defined in
MakeMCAmericanPathEngine< RNG >
)
MakeMCAmericanPathEngine< RNG >
withSteps
(Size steps) (defined in
MakeMCAmericanPathEngine< RNG >
)
MakeMCAmericanPathEngine< RNG >
withStepsPerYear
(Size steps) (defined in
MakeMCAmericanPathEngine< RNG >
)
MakeMCAmericanPathEngine< RNG >