QuantLib_MakeMCPerformanceEngine man page

MakeMCPerformanceEngine< RNG, S > — Monte Carlo performance-option engine factory.  


#include <ql/pricingengines/cliquet/mcperformanceengine.hpp>

Public Member Functions

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

Detailed Description

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

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


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

The man page MakeMCPerformanceEngine(3) is an alias of QuantLib_MakeMCPerformanceEngine(3).

Mon Apr 30 2018 Version 1.12.1 QuantLib