MakeMCHimalayaEngine< RNG, S > Class Template Reference
Monte Carlo Himalaya-option engine factory. More...
#include <ql/experimental/exoticoptions/mchimalayaengine.hpp>
Public Member Functions | |
MakeMCHimalayaEngine (const boost::shared_ptr< StochasticProcessArray > &) | |
MakeMCHimalayaEngine & | withBrownianBridge (bool b=true) |
MakeMCHimalayaEngine & | withAntitheticVariate (bool b=true) |
MakeMCHimalayaEngine & | withSamples (Size samples) |
MakeMCHimalayaEngine & | withAbsoluteTolerance (Real tolerance) |
MakeMCHimalayaEngine & | withMaxSamples (Size samples) |
MakeMCHimalayaEngine & | withSeed (BigNatural seed) |
operator boost::shared_ptr< PricingEngine > () const |
Detailed Description
template<class RNG = PseudoRandom, class S = Statistics>
class QuantLib::MakeMCHimalayaEngine< RNG, S >
Monte Carlo Himalaya-option engine factory.