QuantLib_MakeMCDigitalEngine (3) Linux Manual Page
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