QuantLib_MakeMCHimalayaEngine

Langue: en

Version: 379432 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::MakeMCHimalayaEngine -

Monte Carlo Himalaya-option engine factory.

SYNOPSIS


#include <ql/experimental/exoticoptions/mchimalayaengine.hpp>

Public Member Functions


MakeMCHimalayaEngine (const boost::shared_ptr< StochasticProcessArray > &)

MakeMCHimalayaEngine & withBrownianBridge (bool b=true)

MakeMCHimalayaEngine & withAntitheticVariate (bool b=true)

MakeMCHimalayaEngine & withSamples (Size samples)

MakeMCHimalayaEngine & withAbsoluteTolerance (Real tolerance)

MakeMCHimalayaEngine & withMaxSamples (Size samples)

MakeMCHimalayaEngine & withSeed (BigNatural seed)

operator boost::shared_ptr< PricingEngine > () const

Detailed Description

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

Monte Carlo Himalaya-option engine factory.

Author

Generated automatically by Doxygen for QuantLib from the source code.