MakeMCHimalayaEngine Class Template Reference

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

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

List of all members.

Public Member Functions

 MakeMCHimalayaEngine (const boost::shared_ptr< StochasticProcessArray > &)
MakeMCHimalayaEnginewithBrownianBridge (bool b=true)
MakeMCHimalayaEnginewithAntitheticVariate (bool b=true)
MakeMCHimalayaEnginewithSamples (Size samples)
MakeMCHimalayaEnginewithAbsoluteTolerance (Real tolerance)
MakeMCHimalayaEnginewithMaxSamples (Size samples)
MakeMCHimalayaEnginewithSeed (BigNatural seed)
 operator boost::shared_ptr< PricingEngine > () const


Detailed Description

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

Monte Carlo Himalaya-option engine factory.