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QuantLib_MakeMCEverestEngine
Langue: en
Version: 373205 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
Sommaire
NAME
QuantLib::MakeMCEverestEngine -Monte Carlo Everest-option engine factory.
SYNOPSIS
#include <ql/experimental/exoticoptions/mceverestengine.hpp>
Public Member Functions
MakeMCEverestEngine (const boost::shared_ptr< StochasticProcessArray > &)
MakeMCEverestEngine & withSteps (Size steps)
MakeMCEverestEngine & withStepsPerYear (Size steps)
MakeMCEverestEngine & withBrownianBridge (bool b=true)
MakeMCEverestEngine & withAntitheticVariate (bool b=true)
MakeMCEverestEngine & withSamples (Size samples)
MakeMCEverestEngine & withAbsoluteTolerance (Real tolerance)
MakeMCEverestEngine & withMaxSamples (Size samples)
MakeMCEverestEngine & withSeed (BigNatural seed)
operator boost::shared_ptr< PricingEngine > () const
Detailed Description
template<class RNG = PseudoRandom, class S = Statistics> class QuantLib::MakeMCEverestEngine< RNG, S >
Monte Carlo Everest-option engine factory.Author
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