QuantLib_MakeMCEuropeanBasketEngine man page

MakeMCEuropeanBasketEngine< RNG, S > — Monte Carlo basket-option engine factory.


#include <ql/pricingengines/basket/mceuropeanbasketengine.hpp>

Public Member Functions

MakeMCEuropeanBasketEngine (const boost::shared_ptr< StochasticProcessArray > &)

MakeMCEuropeanBasketEngine & withSteps (Size steps)

MakeMCEuropeanBasketEngine & withStepsPerYear (Size steps)

MakeMCEuropeanBasketEngine & withBrownianBridge (bool b=true)

MakeMCEuropeanBasketEngine & withAntitheticVariate (bool b=true)

MakeMCEuropeanBasketEngine & withSamples (Size samples)

MakeMCEuropeanBasketEngine & withAbsoluteTolerance (Real tolerance)

MakeMCEuropeanBasketEngine & withMaxSamples (Size samples)

MakeMCEuropeanBasketEngine & withSeed (BigNatural seed)

operator boost::shared_ptr< PricingEngine > () const

Detailed Description

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

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


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

MakeMCEuropeanBasketEngine(3) is an alias of QuantLib_MakeMCEuropeanBasketEngine(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib