MakeMCAmericanEngine Class Template Reference
#include <ql/PricingEngines/Vanilla/mcamericanengine.hpp>
Detailed Description
template<class RNG = PseudoRandom, class S = Statistics>
class QuantLib::MakeMCAmericanEngine< RNG, S >
Monte Carlo American engine factory. - Examples:
Public Member Functions | |
| MakeMCAmericanEngine & | withSteps (Size steps) |
| MakeMCAmericanEngine & | withStepsPerYear (Size steps) |
| MakeMCAmericanEngine & | withSamples (Size samples) |
| MakeMCAmericanEngine & | withTolerance (Real tolerance) |
| MakeMCAmericanEngine & | withMaxSamples (Size samples) |
| MakeMCAmericanEngine & | withSeed (BigNatural seed) |
| MakeMCAmericanEngine & | withAntitheticVariate (bool b=true) |
| MakeMCAmericanEngine & | withControlVariate (bool b=true) |
| MakeMCAmericanEngine & | withPolynomOrder (Size polynomOrer) |
| MakeMCAmericanEngine & | withBasisSystem (LsmBasisSystem::PolynomType) |
| MakeMCAmericanEngine & | withCalibrationSamples (Size calibrationSamples) |
| operator boost::shared_ptr () const | |