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MCDiscreteGeometricAPEngine Class Template Reference |
Public Types | |
typedef MCDiscreteAveragingAsianEngine< RNG, S >::path_generator_type | path_generator_type |
typedef MCDiscreteAveragingAsianEngine< RNG, S >::path_pricer_type | path_pricer_type |
typedef MCDiscreteAveragingAsianEngine< RNG, S >::stats_type | stats_type |
Public Member Functions | |
MCDiscreteGeometricAPEngine (Size maxTimeStepPerYear, bool brownianBridge, bool antitheticVariate, bool controlVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed) | |
Protected Member Functions | |
boost::shared_ptr< path_pricer_type > | pathPricer () const |
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