MakeMCEuropeanHestonEngine< RNG, S > Class Template Reference
Monte Carlo Heston European engine factory. More...
#include <ql/pricingengines/vanilla/mceuropeanhestonengine.hpp>
Public Member Functions | |
MakeMCEuropeanHestonEngine (const boost::shared_ptr< HestonProcess > &) | |
MakeMCEuropeanHestonEngine & | withSteps (Size steps) |
MakeMCEuropeanHestonEngine & | withStepsPerYear (Size steps) |
MakeMCEuropeanHestonEngine & | withSamples (Size samples) |
MakeMCEuropeanHestonEngine & | withAbsoluteTolerance (Real tolerance) |
MakeMCEuropeanHestonEngine & | withMaxSamples (Size samples) |
MakeMCEuropeanHestonEngine & | withSeed (BigNatural seed) |
MakeMCEuropeanHestonEngine & | withAntitheticVariate (bool b=true) |
operator boost::shared_ptr< PricingEngine > () const |
Detailed Description
template<class RNG = PseudoRandom, class S = Statistics>
class QuantLib::MakeMCEuropeanHestonEngine< RNG, S >
Monte Carlo Heston European engine factory.