MakeMCHullWhiteCapFloorEngine Class Template Reference
#include <ql/pricingengines/capfloor/mchullwhiteengine.hpp>
Detailed Description
template<class RNG = PseudoRandom, class S = Statistics>
class QuantLib::MakeMCHullWhiteCapFloorEngine< RNG, S >
Monte Carlo Hull-White cap-floor engine factory.
Public Member Functions | |
MakeMCHullWhiteCapFloorEngine (const boost::shared_ptr< HullWhite > &) | |
MakeMCHullWhiteCapFloorEngine & | withBrownianBridge (bool b=true) |
MakeMCHullWhiteCapFloorEngine & | withSamples (Size samples) |
MakeMCHullWhiteCapFloorEngine & | withTolerance (Real tolerance) |
MakeMCHullWhiteCapFloorEngine & | withMaxSamples (Size samples) |
MakeMCHullWhiteCapFloorEngine & | withSeed (BigNatural seed) |
MakeMCHullWhiteCapFloorEngine & | withAntitheticVariate (bool b=true) |
operator boost::shared_ptr () const |