QuantLib_MakeMCEuropeanHestonEngine man page

MakeMCEuropeanHestonEngine< RNG, S, P > — Monte Carlo Heston European engine factory.  

Synopsis

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

Public Member Functions

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

Detailed Description

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

class QuantLib::MakeMCEuropeanHestonEngine< RNG, S, P >" Monte Carlo Heston European engine factory.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

The man page MakeMCEuropeanHestonEngine(3) is an alias of QuantLib_MakeMCEuropeanHestonEngine(3).

Fri Sep 1 2017 Version 1.10.1 QuantLib