MakeMCEuropeanEngine Class Template Reference

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

List of all members.


Detailed Description

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

Monte Carlo European engine factory.
Examples:

EquityOption.cpp.


Public Member Functions

MakeMCEuropeanEnginewithSteps (Size steps)
MakeMCEuropeanEnginewithStepsPerYear (Size steps)
MakeMCEuropeanEnginewithBrownianBridge (bool b=true)
MakeMCEuropeanEnginewithSamples (Size samples)
MakeMCEuropeanEnginewithTolerance (Real tolerance)
MakeMCEuropeanEnginewithMaxSamples (Size samples)
MakeMCEuropeanEnginewithSeed (BigNatural seed)
MakeMCEuropeanEnginewithAntitheticVariate (bool b=true)
MakeMCEuropeanEnginewithControlVariate (bool b=true)
 operator boost::shared_ptr () const