QuantLib_MakeMCEuropeanHestonEngine (3) Linux Manual Page
QuantLib::MakeMCEuropeanHestonEngine – Monte Carlo Heston European engine factory.
Synopsis
#include <ql/pricingengines/vanilla/mceuropeanhestonengine.hpp>Public Member Functions
MakeMCEuropeanHestonEngine (const boost::shared_ptr< HestonProcess > &)MakeMCEuropeanHestonEngine & withSteps (Size steps)
MakeMCEuropeanHestonEngine & withStepsPerYear (Size steps)
MakeMCEuropeanHestonEngine & withSamples (Size samples)
MakeMCEuropeanHestonEngine & withTolerance (Real tolerance)
MakeMCEuropeanHestonEngine & withMaxSamples (Size samples)
MakeMCEuropeanHestonEngine & withSeed (BigNatural seed)
MakeMCEuropeanHestonEngine & withAntitheticVariate (bool b=true)
operator boost::shared_ptr< PricingEngine > () const