MakeMCDigitalEngine Class Template Reference
#include <ql/pricingengines/vanilla/mcdigitalengine.hpp>
Detailed Description
template<class RNG = PseudoRandom, class S = Statistics>
class QuantLib::MakeMCDigitalEngine< RNG, S >
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 |