Monte Carlo European engine factory. More...
#include <ql/pricingengines/vanilla/mceuropeanengine.hpp>
Public Member Functions | |
MakeMCEuropeanEngine (const boost::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 boost::shared_ptr< PricingEngine > () const | |
Monte Carlo European engine factory.