QuantLib_MakeMCAmericanEngine man page

MakeMCAmericanEngine< RNG, S, RNG_Calibration > — Monte Carlo American engine factory.


#include <ql/pricingengines/vanilla/mcamericanengine.hpp>

Public Member Functions

MakeMCAmericanEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &)

MakeMCAmericanEngine & withSteps (Size steps)

MakeMCAmericanEngine & withStepsPerYear (Size steps)

MakeMCAmericanEngine & withSamples (Size samples)

MakeMCAmericanEngine & withAbsoluteTolerance (Real tolerance)

MakeMCAmericanEngine & withMaxSamples (Size samples)

MakeMCAmericanEngine & withSeed (BigNatural seed)

MakeMCAmericanEngine & withAntitheticVariate (bool b=true)

MakeMCAmericanEngine & withControlVariate (bool b=true)

MakeMCAmericanEngine & withPolynomOrder (Size polynomOrer)

MakeMCAmericanEngine & withBasisSystem (LsmBasisSystem::PolynomType)

MakeMCAmericanEngine & withCalibrationSamples (Size calibrationSamples)

MakeMCAmericanEngine & withAntitheticVariateCalibration (bool b=true)

MakeMCAmericanEngine & withSeedCalibration (BigNatural seed)

operator boost::shared_ptr< PricingEngine > () const

Detailed Description

template<class RNG = PseudoRandom, class S = Statistics, class RNG_Calibration = RNG>

class QuantLib::MakeMCAmericanEngine< RNG, S, RNG_Calibration >" Monte Carlo American engine factory.

Examples: EquityOption.cpp.


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

MakeMCAmericanEngine(3), withAntitheticVariateCalibration(3), withBasisSystem(3), withControlVariate(3), withPolynomOrder(3) and withSeedCalibration(3) are aliases of QuantLib_MakeMCAmericanEngine(3).

QuantLib Version 1.8.1 Fri Sep 23 2016