MakeMCVarianceSwapEngine Class Template Reference
#include <ql/pricingengines/forward/mcvarianceswapengine.hpp>
Detailed Description
template<class RNG = PseudoRandom, class S = Statistics>
class QuantLib::MakeMCVarianceSwapEngine< RNG, S >
Monte Carlo variance-swap engine factory. Public Member Functions | |
| MakeMCVarianceSwapEngine & | withSteps (Size steps) |
| MakeMCVarianceSwapEngine & | withStepsPerYear (Size steps) |
| MakeMCVarianceSwapEngine & | withBrownianBridge (bool b=true) |
| MakeMCVarianceSwapEngine & | withSamples (Size samples) |
| MakeMCVarianceSwapEngine & | withTolerance (Real tolerance) |
| MakeMCVarianceSwapEngine & | withMaxSamples (Size samples) |
| MakeMCVarianceSwapEngine & | withSeed (BigNatural seed) |
| MakeMCVarianceSwapEngine & | withAntitheticVariate (bool b=true) |
| operator boost::shared_ptr< PricingEngine > () const | |