QuantLib_MakeMCHimalayaEngine man page

MakeMCHimalayaEngine< RNG, S > — Monte Carlo Himalaya-option engine factory.  


#include <ql/experimental/exoticoptions/mchimalayaengine.hpp>

Public Member Functions

MakeMCHimalayaEngine (const boost::shared_ptr< StochasticProcessArray > &)
MakeMCHimalayaEngine & withBrownianBridge (bool b=true)
MakeMCHimalayaEngine & withAntitheticVariate (bool b=true)
MakeMCHimalayaEngine & withSamples (Size samples)
MakeMCHimalayaEngine & withAbsoluteTolerance (Real tolerance)
MakeMCHimalayaEngine & withMaxSamples (Size samples)
MakeMCHimalayaEngine & withSeed (BigNatural seed)
operator boost::shared_ptr< PricingEngine > () const

Detailed Description

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

class QuantLib::MakeMCHimalayaEngine< RNG, S >" Monte Carlo Himalaya-option engine factory.


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Referenced By

The man page MakeMCHimalayaEngine(3) is an alias of QuantLib_MakeMCHimalayaEngine(3).

Mon Apr 30 2018 Version 1.12.1 QuantLib