mceuropeanhestonengine (3) - Linux Manuals

mceuropeanhestonengine: Monte Carlo Heston-model engine for European options.

Command to display mceuropeanhestonengine manual in Linux: $ man 3 mceuropeanhestonengine

NAME

ql/pricingengines/vanilla/mceuropeanhestonengine.hpp - Monte Carlo Heston-model engine for European options.

SYNOPSIS

#include <ql/pricingengines/vanilla/mcvanillaengine.hpp>
#include <ql/processes/hestonprocess.hpp>

Classes

class MCEuropeanHestonEngine< RNG, S >
Monte Carlo Heston-model engine for European options.
class MakeMCEuropeanHestonEngine< RNG, S >
Monte Carlo Heston European engine factory.

Detailed Description

Monte Carlo Heston-model engine for European options.

Author

Generated automatically by Doxygen for QuantLib from the source code.