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