MakeMCPagodaEngine< RNG, S > Class Template Reference

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

#include <ql/experimental/exoticoptions/mcpagodaengine.hpp>

List of all members.

Public Member Functions

 MakeMCPagodaEngine (const boost::shared_ptr< StochasticProcessArray > &)
MakeMCPagodaEnginewithBrownianBridge (bool b=true)
MakeMCPagodaEnginewithAntitheticVariate (bool b=true)
MakeMCPagodaEnginewithSamples (Size samples)
MakeMCPagodaEnginewithAbsoluteTolerance (Real tolerance)
MakeMCPagodaEnginewithMaxSamples (Size samples)
MakeMCPagodaEnginewithSeed (BigNatural seed)
 operator boost::shared_ptr< PricingEngine > () const

Detailed Description

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

Monte Carlo pagoda-option engine factory.