QuantLib_MakeMCDigitalEngine man page

MakeMCDigitalEngine< RNG, S > — Monte Carlo digital engine factory.

Synopsis

#include <ql/pricingengines/vanilla/mcdigitalengine.hpp>

Public Member Functions

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

MakeMCDigitalEngine & withSteps (Size steps)

MakeMCDigitalEngine & withStepsPerYear (Size steps)

MakeMCDigitalEngine & withBrownianBridge (bool b=true)

MakeMCDigitalEngine & withSamples (Size samples)

MakeMCDigitalEngine & withAbsoluteTolerance (Real tolerance)

MakeMCDigitalEngine & withMaxSamples (Size samples)

MakeMCDigitalEngine & withSeed (BigNatural seed)

MakeMCDigitalEngine & withAntitheticVariate (bool b=true)

operator boost::shared_ptr< PricingEngine > () const

Detailed Description

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

class QuantLib::MakeMCDigitalEngine< RNG, S >" Monte Carlo digital engine factory.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

MakeMCDigitalEngine(3) is an alias of QuantLib_MakeMCDigitalEngine(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib