withSamples (3) Linux Manual Page

QuantLib::MakeMCPathBasketEngine – Monte Carlo Path Basket engine factory.

Synopsis

MakeMCPathBasketEngine & withSteps (Size steps)



MakeMCPathBasketEngine & withBrownianBridge (bool b=true)



MakeMCPathBasketEngine & withSamples (Size samples)



MakeMCPathBasketEngine & withTolerance (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

Public Member Functions

MakeMCPathBasketEngine & withSteps (Size steps)



MakeMCPathBasketEngine & withBrownianBridge (bool b=true)



MakeMCPathBasketEngine & withSamples (Size samples)



MakeMCPathBasketEngine & withTolerance (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.

Author

Generated automatically by Doxygen for QuantLib from the source code.