MakeMCPathBasketEngine< RNG, S > Class Template Reference
Monte Carlo Path Basket engine factory. More...
#include <ql/experimental/mcbasket/mcpathbasketengine.hpp>
Public Member Functions | |
MakeMCPathBasketEngine (const boost::shared_ptr< StochasticProcessArray > &) | |
MakeMCPathBasketEngine & | withSteps (Size steps) |
MakeMCPathBasketEngine & | withStepsPerYear (Size steps) |
MakeMCPathBasketEngine & | withBrownianBridge (bool b=true) |
MakeMCPathBasketEngine & | withSamples (Size samples) |
MakeMCPathBasketEngine & | withAbsoluteTolerance (Real tolerance) |
MakeMCPathBasketEngine & | withMaxSamples (Size samples) |
MakeMCPathBasketEngine & | withSeed (BigNatural seed) |
MakeMCPathBasketEngine & | withAntitheticVariate (bool b=true) |
MakeMCPathBasketEngine & | withControlVariate (bool b=true) |
operator boost::shared_ptr< PricingEngine > () const |