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

MakeMCAmericanPathEngine(3) is an alias of QuantLib_MakeMCAmericanPathEngine(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib