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

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

QuantLib Version 1.8.1 Fri Sep 23 2016