MakeMCEuropeanHestonEngine Class Template Reference

Monte Carlo Heston European engine factory. More...

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

List of all members.

Public Member Functions

 MakeMCEuropeanHestonEngine (const boost::shared_ptr< HestonProcess > &)
MakeMCEuropeanHestonEnginewithSteps (Size steps)
MakeMCEuropeanHestonEnginewithStepsPerYear (Size steps)
MakeMCEuropeanHestonEnginewithSamples (Size samples)
MakeMCEuropeanHestonEnginewithAbsoluteTolerance (Real tolerance)
MakeMCEuropeanHestonEnginewithMaxSamples (Size samples)
MakeMCEuropeanHestonEnginewithSeed (BigNatural seed)
MakeMCEuropeanHestonEnginewithAntitheticVariate (bool b=true)
 operator boost::shared_ptr< PricingEngine > () const


Detailed Description

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

Monte Carlo Heston European engine factory.