MakeMCHestonHullWhiteEngine< RNG, S > Class Template Reference

Monte Carlo Heston/Hull-White engine factory. More...

#include <ql/pricingengines/vanilla/mchestonhullwhiteengine.hpp>

Public Member Functions

 MakeMCHestonHullWhiteEngine (const boost::shared_ptr< HybridHestonHullWhiteProcess > &)
 
MakeMCHestonHullWhiteEnginewithSteps (Size steps)
 
MakeMCHestonHullWhiteEnginewithStepsPerYear (Size steps)
 
MakeMCHestonHullWhiteEnginewithAntitheticVariate (bool b=true)
 
MakeMCHestonHullWhiteEnginewithControlVariate (bool b=true)
 
MakeMCHestonHullWhiteEnginewithSamples (Size samples)
 
MakeMCHestonHullWhiteEnginewithAbsoluteTolerance (Real tolerance)
 
MakeMCHestonHullWhiteEnginewithMaxSamples (Size samples)
 
MakeMCHestonHullWhiteEnginewithSeed (BigNatural seed)
 
 operator boost::shared_ptr< PricingEngine > () const
 

Detailed Description

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

Monte Carlo Heston/Hull-White engine factory.