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