![]() QuantLib 0.3.11Getting startedReference manual |
MakeMCDigitalEngine Class Template Reference#include <ql/PricingEngines/Vanilla/mcdigitalengine.hpp>
Detailed Descriptiontemplate<class RNG = PseudoRandom, class S = Statistics>
Monte Carlo digital engine factory.
|
Public Member Functions | |
MakeMCDigitalEngine & | withSteps (Size steps) |
MakeMCDigitalEngine & | withStepsPerYear (Size steps) |
MakeMCDigitalEngine & | withBrownianBridge (bool b=true) |
MakeMCDigitalEngine & | withSamples (Size samples) |
MakeMCDigitalEngine & | withTolerance (Real tolerance) |
MakeMCDigitalEngine & | withMaxSamples (Size samples) |
MakeMCDigitalEngine & | withSeed (BigNatural seed) |
MakeMCDigitalEngine & | withAntitheticVariate (bool b=true) |
MakeMCDigitalEngine & | withControlVariate (bool b=true) |
operator boost::shared_ptr () const |
QuantLib.org![]() |
Hosted by![]() |
Documentation generated by![]() |