MakeMCPerformanceEngine Class Template Reference
Monte Carlo performance-option engine factory. More...
#include <ql/pricingengines/cliquet/mcperformanceengine.hpp>
Public Member Functions | |
MakeMCPerformanceEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &) | |
MakeMCPerformanceEngine & | withBrownianBridge (bool b=true) |
MakeMCPerformanceEngine & | withAntitheticVariate (bool b=true) |
MakeMCPerformanceEngine & | withSamples (Size samples) |
MakeMCPerformanceEngine & | withAbsoluteTolerance (Real tolerance) |
MakeMCPerformanceEngine & | withMaxSamples (Size samples) |
MakeMCPerformanceEngine & | withSeed (BigNatural seed) |
operator boost::shared_ptr< PricingEngine > () const |