MakeMCDigitalEngine< RNG, S > Class Template Reference

Monte Carlo digital engine factory. More...

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

List of all members.

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

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Detailed Description

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

Monte Carlo digital engine factory.