MakeMCHullWhiteCapFloorEngine (3) - Linux Manuals

MakeMCHullWhiteCapFloorEngine: Monte Carlo Hull-White cap-floor engine factory.

Command to display MakeMCHullWhiteCapFloorEngine manual in Linux: $ man 3 MakeMCHullWhiteCapFloorEngine

NAME

QuantLib::MakeMCHullWhiteCapFloorEngine - Monte Carlo Hull-White cap-floor engine factory.

SYNOPSIS

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

Public Member Functions

MakeMCHullWhiteCapFloorEngine (const boost::shared_ptr< HullWhite > &)

MakeMCHullWhiteCapFloorEngine & withBrownianBridge (bool b=true)

MakeMCHullWhiteCapFloorEngine & withSamples (Size samples)

MakeMCHullWhiteCapFloorEngine & withTolerance (Real tolerance)

MakeMCHullWhiteCapFloorEngine & withMaxSamples (Size samples)

MakeMCHullWhiteCapFloorEngine & withSeed (BigNatural seed)

MakeMCHullWhiteCapFloorEngine & withAntitheticVariate (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.

Author

Generated automatically by Doxygen for QuantLib from the source code.