QuantLib_MakeMCBarrierEngine man page

MakeMCBarrierEngine< RNG, S > — Monte Carlo barrier-option engine factory.


#include <ql/pricingengines/barrier/mcbarrierengine.hpp>

Public Member Functions

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

MakeMCBarrierEngine & withSteps (Size steps)

MakeMCBarrierEngine & withStepsPerYear (Size steps)

MakeMCBarrierEngine & withBrownianBridge (bool b=true)

MakeMCBarrierEngine & withAntitheticVariate (bool b=true)

MakeMCBarrierEngine & withSamples (Size samples)

MakeMCBarrierEngine & withAbsoluteTolerance (Real tolerance)

MakeMCBarrierEngine & withMaxSamples (Size samples)

MakeMCBarrierEngine & withBias (bool b=true)

MakeMCBarrierEngine & withSeed (BigNatural seed)

operator boost::shared_ptr< PricingEngine > () const

Detailed Description

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

class QuantLib::MakeMCBarrierEngine< RNG, S >" Monte Carlo barrier-option engine factory.


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

MakeMCBarrierEngine(3) and withBias(3) are aliases of QuantLib_MakeMCBarrierEngine(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib