QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.5
Public Member Functions | List of all members
MakeMCPagodaEngine< RNG, S > Class Template Reference

Monte Carlo pagoda-option engine factory. More...

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

Public Member Functions

 MakeMCPagodaEngine (const boost::shared_ptr< StochasticProcessArray > &)
 
MakeMCPagodaEnginewithBrownianBridge (bool b=true)
 
MakeMCPagodaEnginewithAntitheticVariate (bool b=true)
 
MakeMCPagodaEnginewithSamples (Size samples)
 
MakeMCPagodaEnginewithAbsoluteTolerance (Real tolerance)
 
MakeMCPagodaEnginewithMaxSamples (Size samples)
 
MakeMCPagodaEnginewithSeed (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.