QuantLib_MakeMCHullWhiteCapFloorEngine man page

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

Synopsis

#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.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

The man page MakeMCHullWhiteCapFloorEngine(3) is an alias of QuantLib_MakeMCHullWhiteCapFloorEngine(3).

Fri Sep 1 2017 Version 1.10.1 QuantLib