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QuantLib_MakeMCHullWhiteCapFloorEngine
Langue: en
Version: 376827 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
Sommaire
NAME
QuantLib::MakeMCHullWhiteCapFloorEngine -Monte Carlo Hull-White cap-floor engine factory.
SYNOPSIS
#include <ql/pricingengines/capfloor/mchullwhiteengine.hpp>
Public Member Functions
MakeMCHullWhiteCapFloorEngine (const boost::shared_ptr< HullWhite > &)
MakeMCHullWhiteCapFloorEngine & withBrownianBridge (bool b=true)
MakeMCHullWhiteCapFloorEngine & withSamples (Size samples)
MakeMCHullWhiteCapFloorEngine & withAbsoluteTolerance (Real tolerance)
MakeMCHullWhiteCapFloorEngine & withMaxSamples (Size samples)
MakeMCHullWhiteCapFloorEngine & withSeed (BigNatural seed)
MakeMCHullWhiteCapFloorEngine & withAntitheticVariate (bool b=true)
operator boost::shared_ptr< PricingEngine > () const
Detailed Description
template<class RNG = PseudoRandom, class S = Statistics> class QuantLib::MakeMCHullWhiteCapFloorEngine< RNG, S >
Monte Carlo Hull-White cap-floor engine factory.Author
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