QuantLib_MakeMCAmericanPathEngine man page
MakeMCAmericanPathEngine< RNG > — Monte Carlo American basket-option engine factory.
Synopsis
#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.
Author
Generated automatically by Doxygen for QuantLib from the source code.
Referenced By
MakeMCAmericanPathEngine(3) is an alias of QuantLib_MakeMCAmericanPathEngine(3).