MakeMCAmericanPathEngine< RNG > Class Template Reference

Monte Carlo American basket-option engine factory. More...

#include <ql/experimental/mcbasket/mcamericanpathengine.hpp>

List of all members.

Public Member Functions
	MakeMCAmericanPathEngine (const boost::shared_ptr< StochasticProcessArray > &)
MakeMCAmericanPathEngine &	withSteps (Size steps)
MakeMCAmericanPathEngine &	withStepsPerYear (Size steps)
MakeMCAmericanPathEngine &	withBrownianBridge (bool b=true)
MakeMCAmericanPathEngine &	withAntitheticVariate (bool b=true)
MakeMCAmericanPathEngine &	withControlVariate (bool b=true)
MakeMCAmericanPathEngine &	withSamples (Size samples)
MakeMCAmericanPathEngine &	withAbsoluteTolerance (Real tolerance)
MakeMCAmericanPathEngine &	withMaxSamples (Size samples)
MakeMCAmericanPathEngine &	withSeed (BigNatural seed)
MakeMCAmericanPathEngine &	withCalibrationSamples (Size samples)
	operator boost::shared_ptr< PricingEngine > () const

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Detailed Description

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

Monte Carlo American basket-option engine factory.