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QuantLib_MakeMCHimalayaEngine
Langue: en
Version: 379432 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
Sommaire
NAME
QuantLib::MakeMCHimalayaEngine -Monte Carlo Himalaya-option engine factory.
SYNOPSIS
#include <ql/experimental/exoticoptions/mchimalayaengine.hpp>
Public Member Functions
MakeMCHimalayaEngine (const boost::shared_ptr< StochasticProcessArray > &)
MakeMCHimalayaEngine & withBrownianBridge (bool b=true)
MakeMCHimalayaEngine & withAntitheticVariate (bool b=true)
MakeMCHimalayaEngine & withSamples (Size samples)
MakeMCHimalayaEngine & withAbsoluteTolerance (Real tolerance)
MakeMCHimalayaEngine & withMaxSamples (Size samples)
MakeMCHimalayaEngine & withSeed (BigNatural seed)
operator boost::shared_ptr< PricingEngine > () const
Detailed Description
template<class RNG = PseudoRandom, class S = Statistics> class QuantLib::MakeMCHimalayaEngine< RNG, S >
Monte Carlo Himalaya-option engine factory.Author
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