Rechercher une page de manuel
QuantLib_MakeMCEuropeanGJRGARCHEngine
Langue: en
Version: 166936 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
Sommaire
NAME
QuantLib::MakeMCEuropeanGJRGARCHEngine - Monte Carlo GJR-GARCH European engine factory.SYNOPSIS
#include <ql/pricingengines/vanilla/mceuropeangjrgarchengine.hpp>
Public Member Functions
MakeMCEuropeanGJRGARCHEngine (const boost::shared_ptr< GJRGARCHProcess > &)
MakeMCEuropeanGJRGARCHEngine & withSteps (Size steps)
MakeMCEuropeanGJRGARCHEngine & withStepsPerYear (Size steps)
MakeMCEuropeanGJRGARCHEngine & withSamples (Size samples)
MakeMCEuropeanGJRGARCHEngine & withTolerance (Real tolerance)
MakeMCEuropeanGJRGARCHEngine & withMaxSamples (Size samples)
MakeMCEuropeanGJRGARCHEngine & withSeed (BigNatural seed)
MakeMCEuropeanGJRGARCHEngine & withAntitheticVariate (bool b=true)
operator boost::shared_ptr< PricingEngine > () const
Detailed Description
template<class RNG = PseudoRandom, class S = Statistics> class QuantLib::MakeMCEuropeanGJRGARCHEngine< RNG, S >
Monte Carlo GJR-GARCH European engine factory.Author
Generated automatically by Doxygen for QuantLib from the source code.
Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre