MakeMCHullWhiteCapFloorEngine Class Template Reference

#include <ql/pricingengines/capfloor/mchullwhiteengine.hpp>

List of all members.


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 > &)
MakeMCHullWhiteCapFloorEnginewithBrownianBridge (bool b=true)
MakeMCHullWhiteCapFloorEnginewithSamples (Size samples)
MakeMCHullWhiteCapFloorEnginewithTolerance (Real tolerance)
MakeMCHullWhiteCapFloorEnginewithMaxSamples (Size samples)
MakeMCHullWhiteCapFloorEnginewithSeed (BigNatural seed)
MakeMCHullWhiteCapFloorEnginewithAntitheticVariate (bool b=true)
 operator boost::shared_ptr () const