QuantLib_MakeMCEuropeanHestonEngine (3) - Linux Manuals

QuantLib_MakeMCEuropeanHestonEngine: Monte Carlo Heston European engine factory.

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

NAME

QuantLib::MakeMCEuropeanHestonEngine - Monte Carlo Heston European engine factory.

SYNOPSIS

#include <ql/pricingengines/vanilla/mceuropeanhestonengine.hpp>

Public Member Functions

MakeMCEuropeanHestonEngine (const boost::shared_ptr< HestonProcess > &)

MakeMCEuropeanHestonEngine & withSteps (Size steps)

MakeMCEuropeanHestonEngine & withStepsPerYear (Size steps)

MakeMCEuropeanHestonEngine & withSamples (Size samples)

MakeMCEuropeanHestonEngine & withTolerance (Real tolerance)

MakeMCEuropeanHestonEngine & withMaxSamples (Size samples)

MakeMCEuropeanHestonEngine & withSeed (BigNatural seed)

MakeMCEuropeanHestonEngine & withAntitheticVariate (bool b=true)

operator boost::shared_ptr< PricingEngine > () const

Detailed Description

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

Monte Carlo Heston European engine factory.

Author

Generated automatically by Doxygen for QuantLib from the source code.