- QuantLib
- MakeMCEuropeanHestonEngine
 
Monte Carlo Heston European engine factory. More...
#include <ql/pricingengines/vanilla/mceuropeanhestonengine.hpp>
| Public Member Functions | |
| MakeMCEuropeanHestonEngine (const boost::shared_ptr< HestonProcess > &) | |
| MakeMCEuropeanHestonEngine & | withSteps (Size steps) | 
| MakeMCEuropeanHestonEngine & | withStepsPerYear (Size steps) | 
| MakeMCEuropeanHestonEngine & | withSamples (Size samples) | 
| MakeMCEuropeanHestonEngine & | withAbsoluteTolerance (Real tolerance) | 
| MakeMCEuropeanHestonEngine & | withMaxSamples (Size samples) | 
| MakeMCEuropeanHestonEngine & | withSeed (BigNatural seed) | 
| MakeMCEuropeanHestonEngine & | withAntitheticVariate (bool b=true) | 
| operator boost::shared_ptr< PricingEngine > () const | |
Monte Carlo Heston European engine factory.