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.


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

MakeMCHimalayaEngine(3) is an alias of QuantLib_MakeMCHimalayaEngine(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib