QuantLib_MakeMCEuropeanEngine man page

MakeMCEuropeanEngine< RNG, S > — Monte Carlo European engine factory.  

Synopsis

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

Public Member Functions

MakeMCEuropeanEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &)
MakeMCEuropeanEngine & withSteps (Size steps)
MakeMCEuropeanEngine & withStepsPerYear (Size steps)
MakeMCEuropeanEngine & withBrownianBridge (bool b=true)
MakeMCEuropeanEngine & withSamples (Size samples)
MakeMCEuropeanEngine & withAbsoluteTolerance (Real tolerance)
MakeMCEuropeanEngine & withMaxSamples (Size samples)
MakeMCEuropeanEngine & withSeed (BigNatural seed)
MakeMCEuropeanEngine & withAntitheticVariate (bool b=true)
operator boost::shared_ptr< PricingEngine > () const

Detailed Description

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

class QuantLib::MakeMCEuropeanEngine< RNG, S >" Monte Carlo European engine factory.

Examples: EquityOption.cpp.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

The man page MakeMCEuropeanEngine(3) is an alias of QuantLib_MakeMCEuropeanEngine(3).

Wed Aug 2 2017 Version 1.10 QuantLib