QuantLib_MakeMCPathBasketEngine man page

MakeMCPathBasketEngine< RNG, S > — Monte Carlo Path Basket engine factory.


#include <ql/experimental/mcbasket/mcpathbasketengine.hpp>

Public Member Functions

MakeMCPathBasketEngine (const boost::shared_ptr< StochasticProcessArray > &)

MakeMCPathBasketEngine & withSteps (Size steps)

MakeMCPathBasketEngine & withStepsPerYear (Size steps)

MakeMCPathBasketEngine & withBrownianBridge (bool b=true)

MakeMCPathBasketEngine & withSamples (Size samples)

MakeMCPathBasketEngine & withAbsoluteTolerance (Real tolerance)

MakeMCPathBasketEngine & withMaxSamples (Size samples)

MakeMCPathBasketEngine & withSeed (BigNatural seed)

MakeMCPathBasketEngine & withAntitheticVariate (bool b=true)

MakeMCPathBasketEngine & withControlVariate (bool b=true)

operator boost::shared_ptr< PricingEngine > () const

Detailed Description

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

class QuantLib::MakeMCPathBasketEngine< RNG, S >" Monte Carlo Path Basket engine factory.


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

MakeMCPathBasketEngine(3) is an alias of QuantLib_MakeMCPathBasketEngine(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib