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

The man page MakeMCPathBasketEngine(3) is an alias of QuantLib_MakeMCPathBasketEngine(3).

Wed Feb 7 2018 Version 1.10.1 QuantLib