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QuantLib_MakeMCPathBasketEngine
Langue: en
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
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