QuantLib_MakeMCPathBasketEngine (3) - Linux Manuals

QuantLib_MakeMCPathBasketEngine: Monte Carlo Path Basket engine factory.

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

NAME

QuantLib::MakeMCPathBasketEngine - Monte Carlo Path Basket engine factory.

SYNOPSIS

#include <ql/experimental/mcbasket/mcpathbasketengine.hpp>

Public Member Functions

MakeMCPathBasketEngine & withSteps (Size steps)

MakeMCPathBasketEngine & withBrownianBridge (bool b=true)

MakeMCPathBasketEngine & withSamples (Size samples)

MakeMCPathBasketEngine & withTolerance (Real tolerance)

MakeMCPathBasketEngine & withMaxSamples (Size samples)

MakeMCPathBasketEngine & withSeed (BigNatural seed)

MakeMCPathBasketEngine & withAntitheticVariate (bool b=true)

MakeMCPathBasketEngine & withControlVariate (bool b=true)

operator boost::shared_ptr< PricingEngine > () const

Detailed Description

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

Monte Carlo Path Basket engine factory.

Author

Generated automatically by Doxygen for QuantLib from the source code.