MakeMCHestonHullWhiteEngine Class Template Reference

Monte Carlo Heston/Hull-White engine factory. More...

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

List of all members.

Public Member Functions

 MakeMCHestonHullWhiteEngine (const boost::shared_ptr< HybridHestonHullWhiteProcess > &)
MakeMCHestonHullWhiteEnginewithSteps (Size steps)
MakeMCHestonHullWhiteEnginewithStepsPerYear (Size steps)
MakeMCHestonHullWhiteEnginewithAntitheticVariate (bool b=true)
MakeMCHestonHullWhiteEnginewithControlVariate (bool b=true)
MakeMCHestonHullWhiteEnginewithSamples (Size samples)
MakeMCHestonHullWhiteEnginewithAbsoluteTolerance (Real tolerance)
MakeMCHestonHullWhiteEnginewithMaxSamples (Size samples)
MakeMCHestonHullWhiteEnginewithSeed (BigNatural seed)
 operator boost::shared_ptr< PricingEngine > () const


Detailed Description

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

Monte Carlo Heston/Hull-White engine factory.