MakeMCAmericanBasketEngine Class Template Reference

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

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

List of all members.

Public Member Functions

 MakeMCAmericanBasketEngine (const boost::shared_ptr< StochasticProcessArray > &)
MakeMCAmericanBasketEnginewithSteps (Size steps)
MakeMCAmericanBasketEnginewithStepsPerYear (Size steps)
MakeMCAmericanBasketEnginewithBrownianBridge (bool b=true)
MakeMCAmericanBasketEnginewithAntitheticVariate (bool b=true)
MakeMCAmericanBasketEnginewithSamples (Size samples)
MakeMCAmericanBasketEnginewithAbsoluteTolerance (Real tolerance)
MakeMCAmericanBasketEnginewithMaxSamples (Size samples)
MakeMCAmericanBasketEnginewithSeed (BigNatural seed)
MakeMCAmericanBasketEnginewithCalibrationSamples (Size samples)
 operator boost::shared_ptr< PricingEngine > () const


Detailed Description

template<class RNG = PseudoRandom>
class QuantLib::MakeMCAmericanBasketEngine< RNG >

Monte Carlo American basket-option engine factory.