MakeMCPathBasketEngine< RNG, S > Class Template Reference

Monte Carlo Path Basket engine factory. More...

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

List of all members.

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

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Detailed Description

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

Monte Carlo Path Basket engine factory.