- QuantLib
- MakeMCPathBasketEngine
 
Monte Carlo Path Basket engine factory. More...
#include <ql/experimental/mcbasket/mcpathbasketengine.hpp>
| Public Member Functions | |
| MakeMCPathBasketEngine (const boost::shared_ptr< StochasticProcessArray > &) | |
| MakeMCPathBasketEngine & | withSteps (Size steps) | 
| MakeMCPathBasketEngine & | withStepsPerYear (Size steps) | 
| MakeMCPathBasketEngine & | withBrownianBridge (bool b=true) | 
| MakeMCPathBasketEngine & | withSamples (Size samples) | 
| MakeMCPathBasketEngine & | withAbsoluteTolerance (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 | |