MakeMCHullWhiteCapFloorEngine< RNG, S > Class Template Reference

Monte Carlo Hull-White cap-floor engine factory. More...

#include <ql/pricingengines/capfloor/mchullwhiteengine.hpp>

List of all members.

Public Member Functions
	MakeMCHullWhiteCapFloorEngine (const boost::shared_ptr< HullWhite > &)
MakeMCHullWhiteCapFloorEngine &	withBrownianBridge (bool b=true)
MakeMCHullWhiteCapFloorEngine &	withSamples (Size samples)
MakeMCHullWhiteCapFloorEngine &	withAbsoluteTolerance (Real tolerance)
MakeMCHullWhiteCapFloorEngine &	withMaxSamples (Size samples)
MakeMCHullWhiteCapFloorEngine &	withSeed (BigNatural seed)
MakeMCHullWhiteCapFloorEngine &	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::MakeMCHullWhiteCapFloorEngine< RNG, S >

Monte Carlo Hull-White cap-floor engine factory.