MakeMCAmericanBasketEngine< RNG > Class Template Reference

Monte Carlo American basket-option engine factory. More...

#include <ql/pricingengines/basket/mcamericanbasketengine.hpp>

Public Member Functions

 MakeMCAmericanBasketEngine (const boost::shared_ptr< StochasticProcessArray > &)
 
MakeMCAmericanBasketEnginewithSteps (Size steps)
 
MakeMCAmericanBasketEnginewithStepsPerYear (Size steps)
 
MakeMCAmericanBasketEnginewithBrownianBridge (bool b=true)
 
MakeMCAmericanBasketEnginewithAntitheticVariate (bool b=true)
 
MakeMCAmericanBasketEnginewithSamples (Size samples)
 
MakeMCAmericanBasketEnginewithAbsoluteTolerance (Real tolerance)
 
MakeMCAmericanBasketEnginewithMaxSamples (Size samples)
 
MakeMCAmericanBasketEnginewithSeed (BigNatural seed)
 
MakeMCAmericanBasketEnginewithCalibrationSamples (Size samples)
 
 operator boost::shared_ptr< PricingEngine > () const
 

Detailed Description

template<class RNG = PseudoRandom>
class QuantLib::MakeMCAmericanBasketEngine< RNG >

Monte Carlo American basket-option engine factory.