MakeMCDigitalEngine Class Template Reference

#include <ql/pricingengines/vanilla/mcdigitalengine.hpp>

List of all members.


Detailed Description

template<class RNG = PseudoRandom, class S = Statistics>
class QuantLib::MakeMCDigitalEngine< RNG, S >

Monte Carlo digital engine factory.


Public Member Functions

MakeMCDigitalEnginewithSteps (Size steps)
MakeMCDigitalEnginewithStepsPerYear (Size steps)
MakeMCDigitalEnginewithBrownianBridge (bool b=true)
MakeMCDigitalEnginewithSamples (Size samples)
MakeMCDigitalEnginewithTolerance (Real tolerance)
MakeMCDigitalEnginewithMaxSamples (Size samples)
MakeMCDigitalEnginewithSeed (BigNatural seed)
MakeMCDigitalEnginewithAntitheticVariate (bool b=true)
MakeMCDigitalEnginewithControlVariate (bool b=true)
 operator boost::shared_ptr () const