QuantLib_MakeMCPagodaEngine man page

MakeMCPagodaEngine< RNG, S > — Monte Carlo pagoda-option engine factory.  

Synopsis

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

Public Member Functions

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

Detailed Description

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

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

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

MakeMCPagodaEngine(3) is an alias of QuantLib_MakeMCPagodaEngine(3).

Fri Jun 2 2017 Version 1.10 QuantLib