QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.12
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 boost::shared_ptr< GeneralizedBlackScholesProcess > &) (defined in MakeMCAmericanEngine< RNG, S, RNG_Calibration >)MakeMCAmericanEngine< RNG, S, RNG_Calibration >
operator boost::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 >