QuantLib_MakeMCAmericanEngine man page

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

Synopsis

#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.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

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

Wed Aug 2 2017 Version 1.10 QuantLib