MakeMCDigitalEngine (3) - Linux Man Pages

MakeMCDigitalEngine: Monte Carlo digital engine factory.

NAME

QuantLib::MakeMCDigitalEngine - Monte Carlo digital engine factory.

SYNOPSIS


#include <ql/pricingengines/vanilla/mcdigitalengine.hpp>

Public Member Functions


MakeMCDigitalEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &)

MakeMCDigitalEngine & withSteps (Size steps)

MakeMCDigitalEngine & withStepsPerYear (Size steps)

MakeMCDigitalEngine & withBrownianBridge (bool b=true)

MakeMCDigitalEngine & withSamples (Size samples)

MakeMCDigitalEngine & withTolerance (Real tolerance)

MakeMCDigitalEngine & withMaxSamples (Size samples)

MakeMCDigitalEngine & withSeed (BigNatural seed)

MakeMCDigitalEngine & withAntitheticVariate (bool b=true)

MakeMCDigitalEngine & withControlVariate (bool b=true)

operator boost::shared_ptr< PricingEngine > () const

Detailed Description

template<class RNG = PseudoRandom, class S = Statistics> class QuantLib::MakeMCDigitalEngine< RNG, S >

Monte Carlo digital engine factory.

Author

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