QuantLib_MakeMCEuropeanBasketEngine man page

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

Synopsis

#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.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

The man page MakeMCEuropeanBasketEngine(3) is an alias of QuantLib_MakeMCEuropeanBasketEngine(3).

Fri Sep 1 2017 Version 1.10.1 QuantLib