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QuantLib_MakeMCEuropeanEngine
Langue: en
Version: 373348 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
Sommaire
NAME
QuantLib::MakeMCEuropeanEngine -Monte Carlo European engine factory.
SYNOPSIS
#include <ql/pricingengines/vanilla/mceuropeanengine.hpp>
Public Member Functions
MakeMCEuropeanEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &)
MakeMCEuropeanEngine & withSteps (Size steps)
MakeMCEuropeanEngine & withStepsPerYear (Size steps)
MakeMCEuropeanEngine & withBrownianBridge (bool b=true)
MakeMCEuropeanEngine & withSamples (Size samples)
MakeMCEuropeanEngine & withAbsoluteTolerance (Real tolerance)
MakeMCEuropeanEngine & withMaxSamples (Size samples)
MakeMCEuropeanEngine & withSeed (BigNatural seed)
MakeMCEuropeanEngine & withAntitheticVariate (bool b=true)
operator boost::shared_ptr< PricingEngine > () const
Detailed Description
template<class RNG = PseudoRandom, class S = Statistics> class QuantLib::MakeMCEuropeanEngine< RNG, S >
Monte Carlo European engine factory.Examples:
EquityOption.cpp.
Author
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Contenus ©2006-2024 Benjamin Poulain
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