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.


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Referenced By

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

Mon Apr 30 2018 Version 1.12.1 QuantLib