- QuantLib
- MakeMCPagodaEngine
 
Monte Carlo pagoda-option engine factory. More...
#include <ql/experimental/exoticoptions/mcpagodaengine.hpp>
| Public Member Functions | |
| MakeMCPagodaEngine (const boost::shared_ptr< StochasticProcessArray > &) | |
| MakeMCPagodaEngine & | withBrownianBridge (bool b=true) | 
| MakeMCPagodaEngine & | withAntitheticVariate (bool b=true) | 
| MakeMCPagodaEngine & | withSamples (Size samples) | 
| MakeMCPagodaEngine & | withAbsoluteTolerance (Real tolerance) | 
| MakeMCPagodaEngine & | withMaxSamples (Size samples) | 
| MakeMCPagodaEngine & | withSeed (BigNatural seed) | 
| operator boost::shared_ptr< PricingEngine > () const | |
Monte Carlo pagoda-option engine factory.