MakeMCAmericanEngine< RNG, S > Class Template Reference

Monte Carlo American engine factory. More...

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

List of all members.

Public Member Functions
	MakeMCAmericanEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &)
MakeMCAmericanEngine &	withSteps (Size steps)
MakeMCAmericanEngine &	withStepsPerYear (Size steps)
MakeMCAmericanEngine &	withSamples (Size samples)
MakeMCAmericanEngine &	withAbsoluteTolerance (Real tolerance)
MakeMCAmericanEngine &	withMaxSamples (Size samples)
MakeMCAmericanEngine &	withSeed (BigNatural seed)
MakeMCAmericanEngine &	withAntitheticVariate (bool b=true)
MakeMCAmericanEngine &	withControlVariate (bool b=true)
MakeMCAmericanEngine &	withPolynomOrder (Size polynomOrer)
MakeMCAmericanEngine &	withBasisSystem (LsmBasisSystem::PolynomType)
MakeMCAmericanEngine &	withCalibrationSamples (Size calibrationSamples)
	operator boost::shared_ptr< PricingEngine > () const

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Detailed Description

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

Monte Carlo American engine factory.

Examples:

EquityOption.cpp.