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<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine</a></li> </ul>
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<div class="title">MCVarianceSwapEngine< RNG, S > Member List</div> </div>
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This is the complete list of members for <a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a>, including all inherited members.<table>
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<tr bgcolor="#f0f0f0"><td><b>antitheticVariate_</b> (defined in <a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< SingleVariate, RNG, S ></a>)</td><td><a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< SingleVariate, RNG, S ></a></td><td><code> [protected]</code></td></tr>
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<tr bgcolor="#f0f0f0"><td><b>arguments_</b> (defined in <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< VarianceSwap::arguments, VarianceSwap::results ></a>)</td><td><a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< VarianceSwap::arguments, VarianceSwap::results ></a></td><td><code> [mutable, protected]</code></td></tr>
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<tr bgcolor="#f0f0f0"><td><b>brownianBridge_</b> (defined in <a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a>)</td><td><a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a></td><td><code> [protected]</code></td></tr>
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<tr bgcolor="#f0f0f0"><td><b>calculate</b>() const (defined in <a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a>)</td><td><a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a></td><td><code> [virtual]</code></td></tr>
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<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_mc_simulation.html#a778f370c51e99a9f99dc8eb03cbe6140">McSimulation< SingleVariate, RNG, S >::calculate</a>(Real requiredTolerance, Size requiredSamples, Size maxSamples) const</td><td><a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< SingleVariate, RNG, S ></a></td><td></td></tr>
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<tr bgcolor="#f0f0f0"><td><b>controlPathGenerator</b>() const (defined in <a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< SingleVariate, RNG, S ></a>)</td><td><a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< SingleVariate, RNG, S ></a></td><td><code> [protected, virtual]</code></td></tr>
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<tr bgcolor="#f0f0f0"><td><b>controlPathPricer</b>() const (defined in <a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< SingleVariate, RNG, S ></a>)</td><td><a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< SingleVariate, RNG, S ></a></td><td><code> [protected, virtual]</code></td></tr>
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<tr bgcolor="#f0f0f0"><td><b>controlPricingEngine</b>() const (defined in <a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< SingleVariate, RNG, S ></a>)</td><td><a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< SingleVariate, RNG, S ></a></td><td><code> [protected, virtual]</code></td></tr>
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<tr bgcolor="#f0f0f0"><td><b>controlVariate_</b> (defined in <a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< SingleVariate, RNG, S ></a>)</td><td><a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< SingleVariate, RNG, S ></a></td><td><code> [protected]</code></td></tr>
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<tr bgcolor="#f0f0f0"><td><b>controlVariateValue</b>() const (defined in <a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< SingleVariate, RNG, S ></a>)</td><td><a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< SingleVariate, RNG, S ></a></td><td><code> [protected, virtual]</code></td></tr>
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<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_mc_simulation.html#aedf5500bc16aadda7266e3d70e86102c">errorEstimate</a>() const</td><td><a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< SingleVariate, RNG, S ></a></td><td></td></tr>
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<tr bgcolor="#f0f0f0"><td><b>getArguments</b>() const (defined in <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< VarianceSwap::arguments, VarianceSwap::results ></a>)</td><td><a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< VarianceSwap::arguments, VarianceSwap::results ></a></td><td><code> [virtual]</code></td></tr>
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<tr bgcolor="#f0f0f0"><td><b>getResults</b>() const (defined in <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< VarianceSwap::arguments, VarianceSwap::results ></a>)</td><td><a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< VarianceSwap::arguments, VarianceSwap::results ></a></td><td><code> [virtual]</code></td></tr>
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<tr bgcolor="#f0f0f0"><td><b>maxError</b>(const Sequence &sequence) (defined in <a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< SingleVariate, RNG, S ></a>)</td><td><a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< SingleVariate, RNG, S ></a></td><td><code> [protected, static]</code></td></tr>
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<tr bgcolor="#f0f0f0"><td><b>maxError</b>(Real error) (defined in <a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< SingleVariate, RNG, S ></a>)</td><td><a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< SingleVariate, RNG, S ></a></td><td><code> [protected, static]</code></td></tr>
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<tr bgcolor="#f0f0f0"><td><b>maxSamples_</b> (defined in <a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a>)</td><td><a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a></td><td><code> [protected]</code></td></tr>
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<tr bgcolor="#f0f0f0"><td><b>mcModel_</b> (defined in <a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< SingleVariate, RNG, S ></a>)</td><td><a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< SingleVariate, RNG, S ></a></td><td><code> [mutable, protected]</code></td></tr>
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<tr bgcolor="#f0f0f0"><td><b>McSimulation</b>(bool antitheticVariate, bool controlVariate) (defined in <a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< SingleVariate, RNG, S ></a>)</td><td><a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< SingleVariate, RNG, S ></a></td><td><code> [protected]</code></td></tr>
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<tr bgcolor="#f0f0f0"><td><b>MCVarianceSwapEngine</b>(const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Size timeSteps, Size timeStepsPerYear, bool brownianBridge, bool antitheticVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed) (defined in <a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a>)</td><td><a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a></td><td></td></tr>
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<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_observable.html#a397546715bfc5aedd1d16dd202a19d4c">notifyObservers</a>()</td><td><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td></td></tr>
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<tr bgcolor="#f0f0f0"><td><b>Observable</b>() (defined in <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a>)</td><td><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td></td></tr>
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<tr bgcolor="#f0f0f0"><td><b>Observable</b>(const Observable &) (defined in <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a>)</td><td><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td></td></tr>
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<tr bgcolor="#f0f0f0"><td><b>Observer</b>() (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td></td></tr>
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<tr bgcolor="#f0f0f0"><td><b>Observer</b>(const Observer &) (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td></td></tr>
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<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_observable.html#a522aacdd0f2408fe5e46527a6db999b4">QuantLib::operator=</a>(const Observable &)</td><td><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td></td></tr>
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<tr bgcolor="#f0f0f0"><td><b>operator=</b>(const Observer &) (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td></td></tr>
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<tr bgcolor="#f0f0f0"><td><b>path_generator_type</b> typedef (defined in <a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a>)</td><td><a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a></td><td></td></tr>
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<tr bgcolor="#f0f0f0"><td><b>path_pricer_type</b> typedef (defined in <a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a>)</td><td><a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a></td><td></td></tr>
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<tr bgcolor="#f0f0f0"><td><b>pathGenerator</b>() const (defined in <a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a>)</td><td><a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a></td><td><code> [protected, virtual]</code></td></tr>
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<tr bgcolor="#f0f0f0"><td><b>pathPricer</b>() const (defined in <a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a>)</td><td><a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a></td><td><code> [protected, virtual]</code></td></tr>
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<tr bgcolor="#f0f0f0"><td><b>process_</b> (defined in <a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a>)</td><td><a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a></td><td><code> [protected]</code></td></tr>
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<tr bgcolor="#f0f0f0"><td><b>registerWith</b>(const boost::shared_ptr< Observable > &) (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td></td></tr>
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<tr bgcolor="#f0f0f0"><td><b>requiredSamples_</b> (defined in <a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a>)</td><td><a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a></td><td><code> [protected]</code></td></tr>
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<tr bgcolor="#f0f0f0"><td><b>requiredTolerance_</b> (defined in <a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a>)</td><td><a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a></td><td><code> [protected]</code></td></tr>
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<tr bgcolor="#f0f0f0"><td><b>reset</b>() (defined in <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< VarianceSwap::arguments, VarianceSwap::results ></a>)</td><td><a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< VarianceSwap::arguments, VarianceSwap::results ></a></td><td><code> [virtual]</code></td></tr>
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<tr bgcolor="#f0f0f0"><td><b>result_type</b> typedef (defined in <a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< SingleVariate, RNG, S ></a>)</td><td><a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< SingleVariate, RNG, S ></a></td><td></td></tr>
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<tr bgcolor="#f0f0f0"><td><b>results_</b> (defined in <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< VarianceSwap::arguments, VarianceSwap::results ></a>)</td><td><a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< VarianceSwap::arguments, VarianceSwap::results ></a></td><td><code> [mutable, protected]</code></td></tr>
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<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_mc_simulation.html#a97a9254d199bc4ea4a78d11eaf2d713d">sampleAccumulator</a>(void) const</td><td><a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< SingleVariate, RNG, S ></a></td><td></td></tr>
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<tr bgcolor="#f0f0f0"><td><b>seed_</b> (defined in <a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a>)</td><td><a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a></td><td><code> [protected]</code></td></tr>
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<tr bgcolor="#f0f0f0"><td><b>stats_type</b> typedef (defined in <a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a>)</td><td><a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a></td><td></td></tr>
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<tr bgcolor="#f0f0f0"><td><b>timeGrid</b>() const (defined in <a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a>)</td><td><a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a></td><td><code> [protected, virtual]</code></td></tr>
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<tr bgcolor="#f0f0f0"><td><b>timeSteps_</b> (defined in <a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a>)</td><td><a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a></td><td><code> [protected]</code></td></tr>
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<tr bgcolor="#f0f0f0"><td><b>timeStepsPerYear_</b> (defined in <a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a>)</td><td><a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a></td><td><code> [protected]</code></td></tr>
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<tr bgcolor="#f0f0f0"><td><b>unregisterWith</b>(const boost::shared_ptr< Observable > &) (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td></td></tr>
120
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_generic_engine.html#ac5c54df7ed3b930268c8d7752c101725">update</a>()</td><td><a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< VarianceSwap::arguments, VarianceSwap::results ></a></td><td><code> [virtual]</code></td></tr>
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<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_mc_simulation.html#af5af70b152b72f235dc275464058ef69">value</a>(Real tolerance, Size maxSamples=QL_MAX_INTEGER, Size minSamples=1023) const</td><td><a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< SingleVariate, RNG, S ></a></td><td></td></tr>
122
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_mc_simulation.html#acabb99b71d14507ebd13797c9d904ffc">valueWithSamples</a>(Size samples) const</td><td><a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< SingleVariate, RNG, S ></a></td><td></td></tr>
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<tr bgcolor="#f0f0f0"><td><b>~McSimulation</b>() (defined in <a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< SingleVariate, RNG, S ></a>)</td><td><a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< SingleVariate, RNG, S ></a></td><td><code> [virtual]</code></td></tr>
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<tr bgcolor="#f0f0f0"><td><b>~Observable</b>() (defined in <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a>)</td><td><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td><code> [virtual]</code></td></tr>
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<tr bgcolor="#f0f0f0"><td><b>~Observer</b>() (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td><code> [virtual]</code></td></tr>
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<tr bgcolor="#f0f0f0"><td><b>~PricingEngine</b>() (defined in <a class="el" href="class_quant_lib_1_1_pricing_engine.html">PricingEngine</a>)</td><td><a class="el" href="class_quant_lib_1_1_pricing_engine.html">PricingEngine</a></td><td><code> [virtual]</code></td></tr>
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<p>This is the complete list of members for <a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a>, including all inherited members.</p>
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<table class="directory">
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<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>antitheticVariate_</b> (defined in <a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< SingleVariate, RNG, S ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< SingleVariate, RNG, S ></a></td><td class="entry"><span class="mlabel">protected</span></td></tr>
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<tr bgcolor="#f0f0f0"><td class="entry"><b>arguments_</b> (defined in <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< VarianceSwap::arguments, VarianceSwap::results ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< VarianceSwap::arguments, VarianceSwap::results ></a></td><td class="entry"><span class="mlabel">mutable</span><span class="mlabel">protected</span></td></tr>
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<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>brownianBridge_</b> (defined in <a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a></td><td class="entry"><span class="mlabel">protected</span></td></tr>
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<tr bgcolor="#f0f0f0"><td class="entry"><b>calculate</b>() const (defined in <a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a></td><td class="entry"><span class="mlabel">virtual</span></td></tr>
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<tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_mc_simulation.html#a778f370c51e99a9f99dc8eb03cbe6140">McSimulation< SingleVariate, RNG, S >::calculate</a>(Real requiredTolerance, Size requiredSamples, Size maxSamples) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< SingleVariate, RNG, S ></a></td><td class="entry"></td></tr>
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<tr bgcolor="#f0f0f0"><td class="entry"><b>controlPathGenerator</b>() const (defined in <a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< SingleVariate, RNG, S ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< SingleVariate, RNG, S ></a></td><td class="entry"><span class="mlabel">protected</span><span class="mlabel">virtual</span></td></tr>
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<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>controlPathPricer</b>() const (defined in <a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< SingleVariate, RNG, S ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< SingleVariate, RNG, S ></a></td><td class="entry"><span class="mlabel">protected</span><span class="mlabel">virtual</span></td></tr>
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<tr bgcolor="#f0f0f0"><td class="entry"><b>controlPricingEngine</b>() const (defined in <a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< SingleVariate, RNG, S ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< SingleVariate, RNG, S ></a></td><td class="entry"><span class="mlabel">protected</span><span class="mlabel">virtual</span></td></tr>
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<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>controlVariate_</b> (defined in <a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< SingleVariate, RNG, S ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< SingleVariate, RNG, S ></a></td><td class="entry"><span class="mlabel">protected</span></td></tr>
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<tr bgcolor="#f0f0f0"><td class="entry"><b>controlVariateValue</b>() const (defined in <a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< SingleVariate, RNG, S ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< SingleVariate, RNG, S ></a></td><td class="entry"><span class="mlabel">protected</span><span class="mlabel">virtual</span></td></tr>
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<tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_mc_simulation.html#aedf5500bc16aadda7266e3d70e86102c">errorEstimate</a>() const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< SingleVariate, RNG, S ></a></td><td class="entry"></td></tr>
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<tr bgcolor="#f0f0f0"><td class="entry"><b>getArguments</b>() const (defined in <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< VarianceSwap::arguments, VarianceSwap::results ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< VarianceSwap::arguments, VarianceSwap::results ></a></td><td class="entry"><span class="mlabel">virtual</span></td></tr>
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<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>getResults</b>() const (defined in <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< VarianceSwap::arguments, VarianceSwap::results ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< VarianceSwap::arguments, VarianceSwap::results ></a></td><td class="entry"><span class="mlabel">virtual</span></td></tr>
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<tr bgcolor="#f0f0f0"><td class="entry"><b>maxError</b>(const Sequence &sequence) (defined in <a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< SingleVariate, RNG, S ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< SingleVariate, RNG, S ></a></td><td class="entry"><span class="mlabel">protected</span><span class="mlabel">static</span></td></tr>
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<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>maxError</b>(Real error) (defined in <a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< SingleVariate, RNG, S ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< SingleVariate, RNG, S ></a></td><td class="entry"><span class="mlabel">protected</span><span class="mlabel">static</span></td></tr>
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<tr bgcolor="#f0f0f0"><td class="entry"><b>maxSamples_</b> (defined in <a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a></td><td class="entry"><span class="mlabel">protected</span></td></tr>
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<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>mcModel_</b> (defined in <a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< SingleVariate, RNG, S ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< SingleVariate, RNG, S ></a></td><td class="entry"><span class="mlabel">mutable</span><span class="mlabel">protected</span></td></tr>
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<tr bgcolor="#f0f0f0"><td class="entry"><b>McSimulation</b>(bool antitheticVariate, bool controlVariate) (defined in <a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< SingleVariate, RNG, S ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< SingleVariate, RNG, S ></a></td><td class="entry"><span class="mlabel">protected</span></td></tr>
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<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>MCVarianceSwapEngine</b>(const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Size timeSteps, Size timeStepsPerYear, bool brownianBridge, bool antitheticVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed) (defined in <a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a></td><td class="entry"></td></tr>
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<tr><td class="entry"><a class="el" href="class_quant_lib_1_1_observable.html#a397546715bfc5aedd1d16dd202a19d4c">notifyObservers</a>()</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td class="entry"></td></tr>
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<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>Observable</b>() (defined in <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td class="entry"></td></tr>
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<tr bgcolor="#f0f0f0"><td class="entry"><b>Observable</b>(const Observable &) (defined in <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td class="entry"></td></tr>
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<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>Observer</b>() (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td class="entry"></td></tr>
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<tr bgcolor="#f0f0f0"><td class="entry"><b>Observer</b>(const Observer &) (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td class="entry"></td></tr>
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<tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_observable.html#a522aacdd0f2408fe5e46527a6db999b4">QuantLib::operator=</a>(const Observable &)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td class="entry"></td></tr>
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<tr bgcolor="#f0f0f0"><td class="entry"><b>operator=</b>(const Observer &) (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td class="entry"></td></tr>
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<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>path_generator_type</b> typedef (defined in <a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a></td><td class="entry"></td></tr>
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<tr bgcolor="#f0f0f0"><td class="entry"><b>path_pricer_type</b> typedef (defined in <a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a></td><td class="entry"></td></tr>
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<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>pathGenerator</b>() const (defined in <a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a></td><td class="entry"><span class="mlabel">protected</span><span class="mlabel">virtual</span></td></tr>
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<tr bgcolor="#f0f0f0"><td class="entry"><b>pathPricer</b>() const (defined in <a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a></td><td class="entry"><span class="mlabel">protected</span><span class="mlabel">virtual</span></td></tr>
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<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>process_</b> (defined in <a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a></td><td class="entry"><span class="mlabel">protected</span></td></tr>
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<tr bgcolor="#f0f0f0"><td class="entry"><b>registerWith</b>(const boost::shared_ptr< Observable > &) (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td class="entry"></td></tr>
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<tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_observer.html#ab3e455d3b5f44da503e1aa42d3dac33e">registerWithObservables</a>(const boost::shared_ptr< Observer > &)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td class="entry"></td></tr>
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<tr bgcolor="#f0f0f0"><td class="entry"><b>requiredSamples_</b> (defined in <a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a></td><td class="entry"><span class="mlabel">protected</span></td></tr>
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<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>requiredTolerance_</b> (defined in <a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a></td><td class="entry"><span class="mlabel">protected</span></td></tr>
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<tr bgcolor="#f0f0f0"><td class="entry"><b>reset</b>() (defined in <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< VarianceSwap::arguments, VarianceSwap::results ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< VarianceSwap::arguments, VarianceSwap::results ></a></td><td class="entry"><span class="mlabel">virtual</span></td></tr>
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<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>result_type</b> typedef (defined in <a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< SingleVariate, RNG, S ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< SingleVariate, RNG, S ></a></td><td class="entry"></td></tr>
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<tr bgcolor="#f0f0f0"><td class="entry"><b>results_</b> (defined in <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< VarianceSwap::arguments, VarianceSwap::results ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< VarianceSwap::arguments, VarianceSwap::results ></a></td><td class="entry"><span class="mlabel">mutable</span><span class="mlabel">protected</span></td></tr>
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<tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_mc_simulation.html#a97a9254d199bc4ea4a78d11eaf2d713d">sampleAccumulator</a>(void) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< SingleVariate, RNG, S ></a></td><td class="entry"></td></tr>
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<tr bgcolor="#f0f0f0"><td class="entry"><b>seed_</b> (defined in <a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a></td><td class="entry"><span class="mlabel">protected</span></td></tr>
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<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>stats_type</b> typedef (defined in <a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a></td><td class="entry"></td></tr>
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<tr bgcolor="#f0f0f0"><td class="entry"><b>timeGrid</b>() const (defined in <a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a></td><td class="entry"><span class="mlabel">protected</span><span class="mlabel">virtual</span></td></tr>
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<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>timeSteps_</b> (defined in <a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a></td><td class="entry"><span class="mlabel">protected</span></td></tr>
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<tr bgcolor="#f0f0f0"><td class="entry"><b>timeStepsPerYear_</b> (defined in <a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a></td><td class="entry"><span class="mlabel">protected</span></td></tr>
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<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>unregisterWith</b>(const boost::shared_ptr< Observable > &) (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td class="entry"></td></tr>
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<tr bgcolor="#f0f0f0"><td class="entry"><b>unregisterWithAll</b>() (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td class="entry"></td></tr>
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<tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_generic_engine.html#ac5c54df7ed3b930268c8d7752c101725">update</a>()</td><td class="entry"><a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< VarianceSwap::arguments, VarianceSwap::results ></a></td><td class="entry"><span class="mlabel">virtual</span></td></tr>
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<tr><td class="entry"><a class="el" href="class_quant_lib_1_1_mc_simulation.html#af5af70b152b72f235dc275464058ef69">value</a>(Real tolerance, Size maxSamples=QL_MAX_INTEGER, Size minSamples=1023) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< SingleVariate, RNG, S ></a></td><td class="entry"></td></tr>
142
<tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_mc_simulation.html#acabb99b71d14507ebd13797c9d904ffc">valueWithSamples</a>(Size samples) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< SingleVariate, RNG, S ></a></td><td class="entry"></td></tr>
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<tr bgcolor="#f0f0f0"><td class="entry"><b>~McSimulation</b>() (defined in <a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< SingleVariate, RNG, S ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< SingleVariate, RNG, S ></a></td><td class="entry"><span class="mlabel">virtual</span></td></tr>
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<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>~Observable</b>() (defined in <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td class="entry"><span class="mlabel">virtual</span></td></tr>
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<tr bgcolor="#f0f0f0"><td class="entry"><b>~Observer</b>() (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td class="entry"><span class="mlabel">virtual</span></td></tr>
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<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>~PricingEngine</b>() (defined in <a class="el" href="class_quant_lib_1_1_pricing_engine.html">PricingEngine</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_pricing_engine.html">PricingEngine</a></td><td class="entry"><span class="mlabel">virtual</span></td></tr>
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