QuantLib_MakeMCPagodaEngine

Langue: en

Version: 378302 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::MakeMCPagodaEngine -

Monte Carlo pagoda-option engine factory.

SYNOPSIS


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

Public Member Functions


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

MakeMCPagodaEngine & withBrownianBridge (bool b=true)

MakeMCPagodaEngine & withAntitheticVariate (bool b=true)

MakeMCPagodaEngine & withSamples (Size samples)

MakeMCPagodaEngine & withAbsoluteTolerance (Real tolerance)

MakeMCPagodaEngine & withMaxSamples (Size samples)

MakeMCPagodaEngine & withSeed (BigNatural seed)

operator boost::shared_ptr< PricingEngine > () const

Detailed Description

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

Monte Carlo pagoda-option engine factory.

Author

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