QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.8
Public Member Functions | List of all members
MakeMCHullWhiteCapFloorEngine< RNG, S > Class Template Reference

Monte Carlo Hull-White cap-floor engine factory. More...

#include <ql/pricingengines/capfloor/mchullwhiteengine.hpp>

Public Member Functions

 MakeMCHullWhiteCapFloorEngine (const boost::shared_ptr< HullWhite > &)
 
MakeMCHullWhiteCapFloorEnginewithBrownianBridge (bool b=true)
 
MakeMCHullWhiteCapFloorEnginewithSamples (Size samples)
 
MakeMCHullWhiteCapFloorEnginewithAbsoluteTolerance (Real tolerance)
 
MakeMCHullWhiteCapFloorEnginewithMaxSamples (Size samples)
 
MakeMCHullWhiteCapFloorEnginewithSeed (BigNatural seed)
 
MakeMCHullWhiteCapFloorEnginewithAntitheticVariate (bool b=true)
 
 operator boost::shared_ptr< PricingEngine > () const
 

Detailed Description

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

Monte Carlo Hull-White cap-floor engine factory.