MakeMCEuropeanEngine< RNG, S > Class Template Reference

Monte Carlo European engine factory. More...

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

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

Detailed Description

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

Monte Carlo European engine factory.

Examples

EquityOption.cpp.