McMaxBasket Member List

This is the complete list of members for McMaxBasket, including all inherited members.

errorEstimate() constMcPricer
McMaxBasket(const std::vector< Real > &underlyings, const std::vector< Handle< YieldTermStructure > > &dividendYields, const Handle< YieldTermStructure > &riskFreeRate, const std::vector< Handle< BlackVolTermStructure > > &volatilities, const Matrix &correlation, Time residualTime, BigNatural seed=0) (defined in McMaxBasket)McMaxBasket
mcModel_ (defined in McPricer)McPricer [mutable, protected]
McPricer() (defined in McPricer)McPricer [protected]
sampleAccumulator(void) constMcPricer
value(Real tolerance, Size maxSamples=QL_MAX_INTEGER, Size minSamples=1023) constMcPricer
valueWithSamples(Size samples, Size minSamples=1023) constMcPricer
~McPricer() (defined in McPricer)McPricer [virtual]