QuantLib_MakeMCHullWhiteCapFloorEngine man page

MakeMCHullWhiteCapFloorEngine< RNG, S > — Monte Carlo Hull-White cap-floor engine factory.


#include <ql/pricingengines/capfloor/mchullwhiteengine.hpp>

Public Member Functions

MakeMCHullWhiteCapFloorEngine (const boost::shared_ptr< HullWhite > &)

MakeMCHullWhiteCapFloorEngine & withBrownianBridge (bool b=true)

MakeMCHullWhiteCapFloorEngine & withSamples (Size samples)

MakeMCHullWhiteCapFloorEngine & withAbsoluteTolerance (Real tolerance)

MakeMCHullWhiteCapFloorEngine & withMaxSamples (Size samples)

MakeMCHullWhiteCapFloorEngine & withSeed (BigNatural seed)

MakeMCHullWhiteCapFloorEngine & withAntitheticVariate (bool b=true)

operator boost::shared_ptr< PricingEngine > () const

Detailed Description

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

class QuantLib::MakeMCHullWhiteCapFloorEngine< RNG, S >" Monte Carlo Hull-White cap-floor engine factory.


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

MakeMCHullWhiteCapFloorEngine(3) is an alias of QuantLib_MakeMCHullWhiteCapFloorEngine(3).

QuantLib Version 1.8.1 Fri Sep 23 2016