MakeMCBarrierEngine< RNG, S > Class Template Reference

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

#include <ql/pricingengines/barrier/mcbarrierengine.hpp>

List of all members.

Public Member Functions

 MakeMCBarrierEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &)
MakeMCBarrierEnginewithSteps (Size steps)
MakeMCBarrierEnginewithStepsPerYear (Size steps)
MakeMCBarrierEnginewithBrownianBridge (bool b=true)
MakeMCBarrierEnginewithAntitheticVariate (bool b=true)
MakeMCBarrierEnginewithSamples (Size samples)
MakeMCBarrierEnginewithAbsoluteTolerance (Real tolerance)
MakeMCBarrierEnginewithMaxSamples (Size samples)
MakeMCBarrierEnginewithBias (bool b=true)
MakeMCBarrierEnginewithSeed (BigNatural seed)
 operator boost::shared_ptr< PricingEngine > () const

Detailed Description

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

Monte Carlo barrier-option engine factory.