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

The man page MakeMCEverestEngine(3) is an alias of QuantLib_MakeMCEverestEngine(3).

Mon Apr 30 2018 Version 1.12.1 QuantLib