MakeMCDigitalEngine Class Template Reference
Monte Carlo digital engine factory. More...
#include <ql/pricingengines/vanilla/mcdigitalengine.hpp>
Public Member Functions | |
MakeMCDigitalEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &) | |
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< PricingEngine > () const |