QuantLib_MakeMCHestonHullWhiteEngine man page

MakeMCHestonHullWhiteEngine< RNG, S > — Monte Carlo Heston/Hull-White engine factory.  


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

Public Member Functions

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

Detailed Description

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

class QuantLib::MakeMCHestonHullWhiteEngine< RNG, S >" Monte Carlo Heston/Hull-White engine factory.


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Referenced By

The man page MakeMCHestonHullWhiteEngine(3) is an alias of QuantLib_MakeMCHestonHullWhiteEngine(3).

Mon Apr 30 2018 Version 1.12.1 QuantLib