- QuantLib
- MakeMCEverestEngine
Monte Carlo Everest-option engine factory. More...
#include <ql/experimental/exoticoptions/mceverestengine.hpp>
Public Member Functions | |
MakeMCEverestEngine (const boost::shared_ptr< StochasticProcessArray > &) | |
MakeMCEverestEngine & | withSteps (Size steps) |
MakeMCEverestEngine & | withStepsPerYear (Size steps) |
MakeMCEverestEngine & | withBrownianBridge (bool b=true) |
MakeMCEverestEngine & | withAntitheticVariate (bool b=true) |
MakeMCEverestEngine & | withSamples (Size samples) |
MakeMCEverestEngine & | withAbsoluteTolerance (Real tolerance) |
MakeMCEverestEngine & | withMaxSamples (Size samples) |
MakeMCEverestEngine & | withSeed (BigNatural seed) |
operator boost::shared_ptr< PricingEngine > () const |
Monte Carlo Everest-option engine factory.