QuantLib_MakeMCHestonHullWhiteEngine man page

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

Synopsis

#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.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

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

Fri Sep 1 2017 Version 1.10.1 QuantLib