|  | 
| typedef McSimulation< SingleVariate, RNG, S >::path_generator_type | path_generator_type | 
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| typedef McSimulation< SingleVariate, RNG, S >::path_pricer_type | path_pricer_type | 
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| typedef McSimulation< SingleVariate, RNG, S >::stats_type | stats_type | 
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| typedef std::set< boost::shared_ptr< Observable > > | set_type | 
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| typedef set_type::iterator | iterator | 
|  | 
| typedef MonteCarloModel< SingleVariate, RNG, S >::path_generator_type | path_generator_type | 
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| typedef MonteCarloModel< SingleVariate, RNG, S >::path_pricer_type | path_pricer_type | 
|  | 
| typedef MonteCarloModel< SingleVariate, RNG, S >::stats_type | stats_type | 
|  | 
| typedef MonteCarloModel< SingleVariate, RNG, S >::result_type | result_type | 
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|  | 
|  | MCPerformanceEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, bool brownianBridge, bool antitheticVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed) | 
|  | 
| void | calculate () const | 
|  | 
| PricingEngine::arguments * | getArguments () const | 
|  | 
| const PricingEngine::results * | getResults () const | 
|  | 
| void | reset () | 
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| void | update () | 
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|  | Observable (const Observable &) | 
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| Observable & | operator= (const Observable &) | 
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| void | notifyObservers () | 
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|  | Observer (const Observer &) | 
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| Observer & | operator= (const Observer &) | 
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| std::pair< iterator, bool > | registerWith (const boost::shared_ptr< Observable > &) | 
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| void | registerWithObservables (const boost::shared_ptr< Observer > &) | 
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| Size | unregisterWith (const boost::shared_ptr< Observable > &) | 
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| void | unregisterWithAll () | 
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| virtual void | deepUpdate () | 
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| result_type | value (Real tolerance, Size maxSamples=QL_MAX_INTEGER, Size minSamples=1023) const | 
|  | add samples until the required absolute tolerance is reached 
 | 
|  | 
| result_type | valueWithSamples (Size samples) const | 
|  | simulate a fixed number of samples 
 | 
|  | 
| result_type | errorEstimate () const | 
|  | error estimated using the samples simulated so far 
 | 
|  | 
| const stats_type & | sampleAccumulator (void) const | 
|  | access to the sample accumulator for richer statistics 
 | 
|  | 
| void | calculate (Real requiredTolerance, Size requiredSamples, Size maxSamples) const | 
|  | basic calculate method provided to inherited pricing engines 
 | 
|  | 
|  | 
| TimeGrid | timeGrid () const | 
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| boost::shared_ptr< path_generator_type > | pathGenerator () const | 
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| boost::shared_ptr< path_pricer_type > | pathPricer () const | 
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|  | McSimulation (bool antitheticVariate, bool controlVariate) | 
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| virtual boost::shared_ptr< path_pricer_type > | controlPathPricer () const | 
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| virtual boost::shared_ptr< path_generator_type > | controlPathGenerator () const | 
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| virtual boost::shared_ptr< PricingEngine > | controlPricingEngine () const | 
|  | 
| virtual result_type | controlVariateValue () const | 
|  | 
template<class RNG = PseudoRandom, class S = Statistics>
class QuantLib::MCPerformanceEngine< RNG, S >
Pricing engine for performance options using Monte Carlo simulation.