QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.12
Public Member Functions | List of all members
MakeMCEuropeanEngine< RNG, S > Class Template Reference

Monte Carlo European engine factory. More...

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

Public Member Functions

 MakeMCEuropeanEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &)
 
MakeMCEuropeanEnginewithSteps (Size steps)
 
MakeMCEuropeanEnginewithStepsPerYear (Size steps)
 
MakeMCEuropeanEnginewithBrownianBridge (bool b=true)
 
MakeMCEuropeanEnginewithSamples (Size samples)
 
MakeMCEuropeanEnginewithAbsoluteTolerance (Real tolerance)
 
MakeMCEuropeanEnginewithMaxSamples (Size samples)
 
MakeMCEuropeanEnginewithSeed (BigNatural seed)
 
MakeMCEuropeanEnginewithAntitheticVariate (bool b=true)
 
 operator boost::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.