QuantLib_MakeMCBarrierEngine man page

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

Synopsis

#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.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

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

Fri Jun 2 2017 Version 1.10 QuantLib