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MakeMCEuropeanEngine Class Template Reference#include <ql/PricingEngines/Vanilla/mceuropeanengine.hpp>
Detailed Descriptiontemplate<class RNG = PseudoRandom, class S = Statistics>
Monte Carlo European engine factory.
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Public Member Functions | |
MakeMCEuropeanEngine & | withSteps (Size steps) |
MakeMCEuropeanEngine & | withStepsPerYear (Size steps) |
MakeMCEuropeanEngine & | withBrownianBridge (bool b=true) |
MakeMCEuropeanEngine & | withSamples (Size samples) |
MakeMCEuropeanEngine & | withTolerance (Real tolerance) |
MakeMCEuropeanEngine & | withMaxSamples (Size samples) |
MakeMCEuropeanEngine & | withSeed (BigNatural seed) |
MakeMCEuropeanEngine & | withAntitheticVariate (bool b=true) |
MakeMCEuropeanEngine & | withControlVariate (bool b=true) |
operator boost::shared_ptr () const |
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