- QuantLib
- MakeMCPerformanceEngine
 
Monte Carlo performance-option engine factory. More...
#include <ql/pricingengines/cliquet/mcperformanceengine.hpp>
| Public Member Functions | |
| MakeMCPerformanceEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &) | |
| MakeMCPerformanceEngine & | withBrownianBridge (bool b=true) | 
| MakeMCPerformanceEngine & | withAntitheticVariate (bool b=true) | 
| MakeMCPerformanceEngine & | withSamples (Size samples) | 
| MakeMCPerformanceEngine & | withAbsoluteTolerance (Real tolerance) | 
| MakeMCPerformanceEngine & | withMaxSamples (Size samples) | 
| MakeMCPerformanceEngine & | withSeed (BigNatural seed) | 
| operator boost::shared_ptr< PricingEngine > () const | |
Monte Carlo performance-option engine factory.