MakeMCEuropeanEngine Class Template Reference
#include <ql/pricingengines/vanilla/mceuropeanengine.hpp>
Detailed Description
template<class RNG = PseudoRandom, class S = Statistics>
class QuantLib::MakeMCEuropeanEngine< RNG, S >
Monte Carlo European engine factory. - Examples:
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 |