QuantLib_MakeMCAmericanPathEngine man page

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


#include <ql/experimental/mcbasket/mcamericanpathengine.hpp>

Public Member Functions

MakeMCAmericanPathEngine (const boost::shared_ptr< StochasticProcessArray > &)
MakeMCAmericanPathEngine & withSteps (Size steps)
MakeMCAmericanPathEngine & withStepsPerYear (Size steps)
MakeMCAmericanPathEngine & withBrownianBridge (bool b=true)
MakeMCAmericanPathEngine & withAntitheticVariate (bool b=true)
MakeMCAmericanPathEngine & withControlVariate (bool b=true)
MakeMCAmericanPathEngine & withSamples (Size samples)
MakeMCAmericanPathEngine & withAbsoluteTolerance (Real tolerance)
MakeMCAmericanPathEngine & withMaxSamples (Size samples)
MakeMCAmericanPathEngine & withSeed (BigNatural seed)
MakeMCAmericanPathEngine & withCalibrationSamples (Size samples)
operator boost::shared_ptr< PricingEngine > () const

Detailed Description

template<class RNG = PseudoRandom>

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


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

The man page MakeMCAmericanPathEngine(3) is an alias of QuantLib_MakeMCAmericanPathEngine(3).

Mon Apr 30 2018 Version 1.12.1 QuantLib