MakeMCAmericanBasketEngine< RNG > 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 > &)
MakeMCAmericanBasketEngine &	withSteps (Size steps)
MakeMCAmericanBasketEngine &	withStepsPerYear (Size steps)
MakeMCAmericanBasketEngine &	withBrownianBridge (bool b=true)
MakeMCAmericanBasketEngine &	withAntitheticVariate (bool b=true)
MakeMCAmericanBasketEngine &	withSamples (Size samples)
MakeMCAmericanBasketEngine &	withAbsoluteTolerance (Real tolerance)
MakeMCAmericanBasketEngine &	withMaxSamples (Size samples)
MakeMCAmericanBasketEngine &	withSeed (BigNatural seed)
MakeMCAmericanBasketEngine &	withCalibrationSamples (Size samples)
	operator boost::shared_ptr< PricingEngine > () const

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Detailed Description

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

Monte Carlo American basket-option engine factory.