Reference manual - version qle_version
This is the complete list of members for McCamFxOptionEngine, including all inherited members.
| amcCalculator() const (defined in McMultiLegBaseEngine) | McMultiLegBaseEngine | protected |
| amcCalculator_ (defined in McMultiLegBaseEngine) | McMultiLegBaseEngine | mutableprotected |
| calculate() const override (defined in McCamFxOptionEngine) | McCamFxOptionEngine | |
| calibrationPathGenerator_ (defined in McMultiLegBaseEngine) | McMultiLegBaseEngine | protected |
| calibrationSamples_ (defined in McMultiLegBaseEngine) | McMultiLegBaseEngine | protected |
| calibrationSeed_ (defined in McMultiLegBaseEngine) | McMultiLegBaseEngine | protected |
| currency_ (defined in McMultiLegBaseEngine) | McMultiLegBaseEngine | mutableprotected |
| directionIntegers_ (defined in McMultiLegBaseEngine) | McMultiLegBaseEngine | protected |
| discountCurves_ (defined in McMultiLegBaseEngine) | McMultiLegBaseEngine | protected |
| exercise_ (defined in McMultiLegBaseEngine) | McMultiLegBaseEngine | mutableprotected |
| externalModelIndices_ (defined in McMultiLegBaseEngine) | McMultiLegBaseEngine | protected |
| leg_ (defined in McMultiLegBaseEngine) | McMultiLegBaseEngine | mutableprotected |
| McCamFxOptionEngine(const Handle< CrossAssetModel > &model, const Currency &domesticCcy, const Currency &foreignCcy, const Currency &npvCcy, const SequenceType calibrationPathGenerator, const SequenceType pricingPathGenerator, const Size calibrationSamples, const Size pricingSamples, const Size calibrationSeed, const Size pricingSeed, const Size polynomOrder, const LsmBasisSystem::PolynomialType polynomType, const SobolBrownianGenerator::Ordering ordering=SobolBrownianGenerator::Steps, const SobolRsg::DirectionIntegers directionIntegers=SobolRsg::JoeKuoD7, const std::vector< Handle< YieldTermStructure >> &discountCurves=std::vector< Handle< YieldTermStructure >>(), const std::vector< Date > &simulationDates=std::vector< Date >(), const std::vector< Size > &externalModelIndices=std::vector< Size >(), const bool minimalObsDate=true) (defined in McCamFxOptionEngine) | McCamFxOptionEngine | |
| McMultiLegBaseEngine(const Handle< CrossAssetModel > &model, const SequenceType calibrationPathGenerator, const SequenceType pricingPathGenerator, const Size calibrationSamples, const Size pricingSamples, const Size calibrationSeed, const Size pricingSeed, const Size polynomOrder, const LsmBasisSystem::PolynomialType polynomType, const SobolBrownianGenerator::Ordering ordering, const SobolRsg::DirectionIntegers directionIntegers, const std::vector< Handle< YieldTermStructure >> &discountCurves=std::vector< Handle< YieldTermStructure >>(), const std::vector< Date > &simulationDates=std::vector< Date >(), const std::vector< Size > &externalModelIndices=std::vector< Size >(), const bool minimalObsDate=true) | McMultiLegBaseEngine | protected |
| minimalObsDate_ (defined in McMultiLegBaseEngine) | McMultiLegBaseEngine | protected |
| model() const (defined in McCamFxOptionEngine) | McCamFxOptionEngine | |
| model_ (defined in McMultiLegBaseEngine) | McMultiLegBaseEngine | protected |
| optionSettlement_ (defined in McMultiLegBaseEngine) | McMultiLegBaseEngine | mutableprotected |
| ordering_ (defined in McMultiLegBaseEngine) | McMultiLegBaseEngine | protected |
| payer_ (defined in McMultiLegBaseEngine) | McMultiLegBaseEngine | mutableprotected |
| polynomOrder_ (defined in McMultiLegBaseEngine) | McMultiLegBaseEngine | protected |
| polynomType_ (defined in McMultiLegBaseEngine) | McMultiLegBaseEngine | protected |
| pricingPathGenerator_ (defined in McMultiLegBaseEngine) | McMultiLegBaseEngine | protected |
| pricingSamples_ (defined in McMultiLegBaseEngine) | McMultiLegBaseEngine | protected |
| pricingSeed_ (defined in McMultiLegBaseEngine) | McMultiLegBaseEngine | protected |
| resultUnderlyingNpv_ (defined in McMultiLegBaseEngine) | McMultiLegBaseEngine | mutableprotected |
| resultValue_ (defined in McMultiLegBaseEngine) | McMultiLegBaseEngine | protected |
| simulationDates_ (defined in McMultiLegBaseEngine) | McMultiLegBaseEngine | protected |