QuantLib_MakeMCEverestEngine man page

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


#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.


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

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

Fri Sep 23 2016 Version 1.8.1 QuantLib