MakeMCAmericanPathEngine< RNG > Class Template Reference

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

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

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

Detailed Description

template<class RNG = PseudoRandom>
class QuantLib::MakeMCAmericanPathEngine< RNG >

Monte Carlo American basket-option engine factory.