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