MakeMCBarrierEngine< RNG, S > Class Template Reference

Monte Carlo barrier-option engine factory. More...

#include <ql/pricingengines/barrier/mcbarrierengine.hpp>

List of all members.

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

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Detailed Description

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

Monte Carlo barrier-option engine factory.