- QuantLib
- MCPagodaEngine
 
Pricing engine for pagoda options using Monte Carlo simulation. More...
#include <ql/experimental/exoticoptions/mcpagodaengine.hpp>

| Public Types | |
| typedef McSimulation < MultiVariate, RNG, S > ::path_generator_type | path_generator_type | 
| typedef McSimulation < MultiVariate, RNG, S > ::path_pricer_type | path_pricer_type | 
| typedef McSimulation < MultiVariate, RNG, S > ::stats_type | stats_type | 
| Public Member Functions | |
| MCPagodaEngine (const boost::shared_ptr< StochasticProcessArray > &, bool brownianBridge, bool antitheticVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed) | |
| void | calculate () const | 
Pricing engine for pagoda options using Monte Carlo simulation.