QuantLib: Member List

A free/open-source library for quantitative finance Reference manual - version 1.20

MakeMCAmericanEngine< RNG, S, RNG_Calibration > Member List

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

MakeMCAmericanEngine(const ext::shared_ptr< GeneralizedBlackScholesProcess > &) (defined in MakeMCAmericanEngine< RNG, S, RNG_Calibration >) | MakeMCAmericanEngine< RNG, S, RNG_Calibration > |
operator ext::shared_ptr< PricingEngine >() const (defined in MakeMCAmericanEngine< RNG, S, RNG_Calibration >) | MakeMCAmericanEngine< RNG, S, RNG_Calibration > |
withAbsoluteTolerance(Real tolerance) (defined in MakeMCAmericanEngine< RNG, S, RNG_Calibration >) | MakeMCAmericanEngine< RNG, S, RNG_Calibration > |
withAntitheticVariate(bool b=true) (defined in MakeMCAmericanEngine< RNG, S, RNG_Calibration >) | MakeMCAmericanEngine< RNG, S, RNG_Calibration > |
withAntitheticVariateCalibration(bool b=true) (defined in MakeMCAmericanEngine< RNG, S, RNG_Calibration >) | MakeMCAmericanEngine< RNG, S, RNG_Calibration > |
withBasisSystem(LsmBasisSystem::PolynomType) (defined in MakeMCAmericanEngine< RNG, S, RNG_Calibration >) | MakeMCAmericanEngine< RNG, S, RNG_Calibration > |
withCalibrationSamples(Size calibrationSamples) (defined in MakeMCAmericanEngine< RNG, S, RNG_Calibration >) | MakeMCAmericanEngine< RNG, S, RNG_Calibration > |
withControlVariate(bool b=true) (defined in MakeMCAmericanEngine< RNG, S, RNG_Calibration >) | MakeMCAmericanEngine< RNG, S, RNG_Calibration > |
withMaxSamples(Size samples) (defined in MakeMCAmericanEngine< RNG, S, RNG_Calibration >) | MakeMCAmericanEngine< RNG, S, RNG_Calibration > |
withPolynomOrder(Size polynomOrer) (defined in MakeMCAmericanEngine< RNG, S, RNG_Calibration >) | MakeMCAmericanEngine< RNG, S, RNG_Calibration > |
withSamples(Size samples) (defined in MakeMCAmericanEngine< RNG, S, RNG_Calibration >) | MakeMCAmericanEngine< RNG, S, RNG_Calibration > |
withSeed(BigNatural seed) (defined in MakeMCAmericanEngine< RNG, S, RNG_Calibration >) | MakeMCAmericanEngine< RNG, S, RNG_Calibration > |
withSeedCalibration(BigNatural seed) (defined in MakeMCAmericanEngine< RNG, S, RNG_Calibration >) | MakeMCAmericanEngine< RNG, S, RNG_Calibration > |
withSteps(Size steps) (defined in MakeMCAmericanEngine< RNG, S, RNG_Calibration >) | MakeMCAmericanEngine< RNG, S, RNG_Calibration > |
withStepsPerYear(Size steps) (defined in MakeMCAmericanEngine< RNG, S, RNG_Calibration >) | MakeMCAmericanEngine< RNG, S, RNG_Calibration > |