QuantLib_MakeMCEuropeanEngine (3) Linux Manual Page
QuantLib::MakeMCEuropeanEngine – Monte Carlo European engine factory.
Synopsis
#include <ql/pricingengines/vanilla/mceuropeanengine.hpp>Public Member Functions
MakeMCEuropeanEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &)MakeMCEuropeanEngine & withSteps (Size steps)
MakeMCEuropeanEngine & withStepsPerYear (Size steps)
MakeMCEuropeanEngine & withBrownianBridge (bool b=true)
MakeMCEuropeanEngine & withSamples (Size samples)
MakeMCEuropeanEngine & withTolerance (Real tolerance)
MakeMCEuropeanEngine & withMaxSamples (Size samples)
MakeMCEuropeanEngine & withSeed (BigNatural seed)
MakeMCEuropeanEngine & withAntitheticVariate (bool b=true)
MakeMCEuropeanEngine & withControlVariate (bool b=true)
operator boost::shared_ptr< PricingEngine > () const
Detailed Description
template<class RNG = PseudoRandom, class S = Statistics> class QuantLib::MakeMCEuropeanEngine< RNG, S >
Monte Carlo European engine factory.Examples:
EquityOption.cpp.