QuantLib_MakeMCHimalayaEngine man page

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

Synopsis

#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.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

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

Fri Jun 2 2017 Version 1.10 QuantLib