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