QuantLib_MakeMCAmericanBasketEngine man page

MakeMCAmericanBasketEngine< RNG > — Monte Carlo American basket-option engine factory.

Synopsis

#include <ql/pricingengines/basket/mcamericanbasketengine.hpp>

Public Member Functions

MakeMCAmericanBasketEngine (const boost::shared_ptr< StochasticProcessArray > &)

MakeMCAmericanBasketEngine & withSteps (Size steps)

MakeMCAmericanBasketEngine & withStepsPerYear (Size steps)

MakeMCAmericanBasketEngine & withBrownianBridge (bool b=true)

MakeMCAmericanBasketEngine & withAntitheticVariate (bool b=true)

MakeMCAmericanBasketEngine & withSamples (Size samples)

MakeMCAmericanBasketEngine & withAbsoluteTolerance (Real tolerance)

MakeMCAmericanBasketEngine & withMaxSamples (Size samples)

MakeMCAmericanBasketEngine & withSeed (BigNatural seed)

MakeMCAmericanBasketEngine & withCalibrationSamples (Size samples)

operator boost::shared_ptr< PricingEngine > () const

Detailed Description

template<class RNG = PseudoRandom>

class QuantLib::MakeMCAmericanBasketEngine< RNG >" Monte Carlo American basket-option engine factory.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

MakeMCAmericanBasketEngine(3), withAbsoluteTolerance(3), withAntitheticVariate(3), withBrownianBridge(3), withCalibrationSamples(3), withMaxSamples(3), withSamples(3), withSeed(3), withSteps(3) and withStepsPerYear(3) are aliases of QuantLib_MakeMCAmericanBasketEngine(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib