MakeMCPathBasketEngine< RNG, S > Class Template Reference

Monte Carlo Path Basket engine factory. More...

#include <ql/experimental/mcbasket/mcpathbasketengine.hpp>

Public Member Functions

 MakeMCPathBasketEngine (const boost::shared_ptr< StochasticProcessArray > &)
 
MakeMCPathBasketEnginewithSteps (Size steps)
 
MakeMCPathBasketEnginewithStepsPerYear (Size steps)
 
MakeMCPathBasketEnginewithBrownianBridge (bool b=true)
 
MakeMCPathBasketEnginewithSamples (Size samples)
 
MakeMCPathBasketEnginewithAbsoluteTolerance (Real tolerance)
 
MakeMCPathBasketEnginewithMaxSamples (Size samples)
 
MakeMCPathBasketEnginewithSeed (BigNatural seed)
 
MakeMCPathBasketEnginewithAntitheticVariate (bool b=true)
 
MakeMCPathBasketEnginewithControlVariate (bool b=true)
 
 operator boost::shared_ptr< PricingEngine > () const
 

Detailed Description

template<class RNG = PseudoRandom, class S = Statistics>
class QuantLib::MakeMCPathBasketEngine< RNG, S >

Monte Carlo Path Basket engine factory.