MakeMCEuropeanBasketEngine Class Template Reference

Monte Carlo basket-option engine factory. More...

#include <ql/pricingengines/basket/mceuropeanbasketengine.hpp>

List of all members.

Public Member Functions

 MakeMCEuropeanBasketEngine (const boost::shared_ptr< StochasticProcessArray > &)
MakeMCEuropeanBasketEnginewithSteps (Size steps)
MakeMCEuropeanBasketEnginewithStepsPerYear (Size steps)
MakeMCEuropeanBasketEnginewithBrownianBridge (bool b=true)
MakeMCEuropeanBasketEnginewithAntitheticVariate (bool b=true)
MakeMCEuropeanBasketEnginewithSamples (Size samples)
MakeMCEuropeanBasketEnginewithAbsoluteTolerance (Real tolerance)
MakeMCEuropeanBasketEnginewithMaxSamples (Size samples)
MakeMCEuropeanBasketEnginewithSeed (BigNatural seed)
 operator boost::shared_ptr< PricingEngine > () const


Detailed Description

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

Monte Carlo basket-option engine factory.