QuantLib_MakeMCEverestEngine

Langue: en

Version: 373205 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::MakeMCEverestEngine -

Monte Carlo Everest-option engine factory.

SYNOPSIS


#include <ql/experimental/exoticoptions/mceverestengine.hpp>

Public Member Functions


MakeMCEverestEngine (const boost::shared_ptr< StochasticProcessArray > &)

MakeMCEverestEngine & withSteps (Size steps)

MakeMCEverestEngine & withStepsPerYear (Size steps)

MakeMCEverestEngine & withBrownianBridge (bool b=true)

MakeMCEverestEngine & withAntitheticVariate (bool b=true)

MakeMCEverestEngine & withSamples (Size samples)

MakeMCEverestEngine & withAbsoluteTolerance (Real tolerance)

MakeMCEverestEngine & withMaxSamples (Size samples)

MakeMCEverestEngine & withSeed (BigNatural seed)

operator boost::shared_ptr< PricingEngine > () const

Detailed Description

template<class RNG = PseudoRandom, class S = Statistics> class QuantLib::MakeMCEverestEngine< RNG, S >

Monte Carlo Everest-option engine factory.

Author

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