QuantLib_MakeMCPathBasketEngine

Langue: en

Autres versions - même langue

Version: 377199 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::MakeMCPathBasketEngine -

Monte Carlo Path Basket engine factory.

SYNOPSIS


#include <ql/experimental/mcbasket/mcpathbasketengine.hpp>

Public Member Functions


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

MakeMCPathBasketEngine & withSteps (Size steps)

MakeMCPathBasketEngine & withBrownianBridge (bool b=true)

MakeMCPathBasketEngine & withSamples (Size samples)

MakeMCPathBasketEngine & withAbsoluteTolerance (Real tolerance)

MakeMCPathBasketEngine & withMaxSamples (Size samples)

MakeMCPathBasketEngine & withSeed (BigNatural seed)

MakeMCPathBasketEngine & withAntitheticVariate (bool b=true)

MakeMCPathBasketEngine & withControlVariate (bool b=true)

operator boost::shared_ptr< PricingEngine > () const

Detailed Description

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

Monte Carlo Path Basket engine factory.

Author

Generated automatically by Doxygen for QuantLib from the source code.