MakeMCEuropeanBasketEngine< RNG, S > Class Template Reference

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

#include <ql/pricingengines/basket/mceuropeanbasketengine.hpp>

List of all members.

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

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Detailed Description

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

Monte Carlo basket-option engine factory.