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QuantLib_MakeMCEuropeanHestonEngine
Langue: en
Version: 378501 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
Sommaire
NAME
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 & withAbsoluteTolerance (Real tolerance)
MakeMCEuropeanHestonEngine & withMaxSamples (Size samples)
MakeMCEuropeanHestonEngine & withSeed (BigNatural seed)
MakeMCEuropeanHestonEngine & withAntitheticVariate (bool b=true)
operator boost::shared_ptr< PricingEngine > () const
Detailed Description
template<class RNG = PseudoRandom, class S = Statistics> class QuantLib::MakeMCEuropeanHestonEngine< RNG, S >
Monte Carlo Heston European engine factory.Author
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