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QuantLib::MakeMCPathBasketEngine< RNG, S > Class Template Reference

#include <mcpathbasketengine.hpp>

List of all members.

Detailed Description

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

Monte Carlo Path Basket engine factory.

Definition at line 189 of file mcpathbasketengine.hpp.

Public Member Functions

 MakeMCPathBasketEngine (const boost::shared_ptr< StochasticProcessArray > &)
 operator boost::shared_ptr< PricingEngine > () const
MakeMCPathBasketEnginewithAbsoluteTolerance (Real tolerance)
MakeMCPathBasketEnginewithAntitheticVariate (bool b=true)
MakeMCPathBasketEnginewithBrownianBridge (bool b=true)
MakeMCPathBasketEnginewithControlVariate (bool b=true)
MakeMCPathBasketEnginewithMaxSamples (Size samples)
MakeMCPathBasketEnginewithSamples (Size samples)
MakeMCPathBasketEnginewithSeed (BigNatural seed)
MakeMCPathBasketEnginewithSteps (Size steps)

Private Attributes

bool antithetic_
bool brownianBridge_
bool controlVariate_
Size maxSamples_
< StochasticProcessArray
Size samples_
BigNatural seed_
Size steps_
Real tolerance_

The documentation for this class was generated from the following file:

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