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 Sep 23 2016 Version 1.8.1 QuantLib