QuantLib_MakeMCEuropeanEngine man page

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


#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.


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

MakeMCEuropeanEngine(3) is an alias of QuantLib_MakeMCEuropeanEngine(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib