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.


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

MakeMCHestonHullWhiteEngine(3) is an alias of QuantLib_MakeMCHestonHullWhiteEngine(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib