QuantLib_MakeMCEverestEngine man page

MakeMCEverestEngine< RNG, S > — Monte Carlo Everest-option engine factory.  

Synopsis

#include <ql/experimental/exoticoptions/mceverestengine.hpp>

Public Member Functions

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

Detailed Description

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

class QuantLib::MakeMCEverestEngine< RNG, S >" Monte Carlo Everest-option engine factory.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

MakeMCEverestEngine(3) is an alias of QuantLib_MakeMCEverestEngine(3).

Fri Feb 10 2017 Version 1.9.1 QuantLib