QuantLib_MakeMCPerformanceEngine man page

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

Synopsis

#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.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

MakeMCPerformanceEngine(3) is an alias of QuantLib_MakeMCPerformanceEngine(3).

Fri Feb 10 2017 Version 1.9.1 QuantLib