MakeMCEverestEngine Class Template Reference

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

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

List of all members.

Public Member Functions

 MakeMCEverestEngine (const boost::shared_ptr< StochasticProcessArray > &)
MakeMCEverestEnginewithSteps (Size steps)
MakeMCEverestEnginewithStepsPerYear (Size steps)
MakeMCEverestEnginewithBrownianBridge (bool b=true)
MakeMCEverestEnginewithAntitheticVariate (bool b=true)
MakeMCEverestEnginewithSamples (Size samples)
MakeMCEverestEnginewithAbsoluteTolerance (Real tolerance)
MakeMCEverestEnginewithMaxSamples (Size samples)
MakeMCEverestEnginewithSeed (BigNatural seed)
 operator boost::shared_ptr< PricingEngine > () const


Detailed Description

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

Monte Carlo Everest-option engine factory.