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QuantLib_MakeMCDigitalEngine
Langue: en
Version: 382583 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
Sommaire
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 & withAbsoluteTolerance (Real tolerance)
MakeMCDigitalEngine & withMaxSamples (Size samples)
MakeMCDigitalEngine & withSeed (BigNatural seed)
MakeMCDigitalEngine & withAntitheticVariate (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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Contenus ©2006-2024 Benjamin Poulain
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