MakeMCAmericanEngine< RNG, S > Class Template Reference

Monte Carlo American engine factory. More...

#include <ql/pricingengines/vanilla/mcamericanengine.hpp>

List of all members.

Public Member Functions

 MakeMCAmericanEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &)
MakeMCAmericanEnginewithSteps (Size steps)
MakeMCAmericanEnginewithStepsPerYear (Size steps)
MakeMCAmericanEnginewithSamples (Size samples)
MakeMCAmericanEnginewithAbsoluteTolerance (Real tolerance)
MakeMCAmericanEnginewithMaxSamples (Size samples)
MakeMCAmericanEnginewithSeed (BigNatural seed)
MakeMCAmericanEnginewithAntitheticVariate (bool b=true)
MakeMCAmericanEnginewithControlVariate (bool b=true)
MakeMCAmericanEnginewithPolynomOrder (Size polynomOrer)
MakeMCAmericanEnginewithBasisSystem (LsmBasisSystem::PolynomType)
MakeMCAmericanEnginewithCalibrationSamples (Size calibrationSamples)
 operator boost::shared_ptr< PricingEngine > () const

Detailed Description

template<class RNG = PseudoRandom, class S = Statistics>
class QuantLib::MakeMCAmericanEngine< RNG, S >

Monte Carlo American engine factory.

Examples:

EquityOption.cpp.