MakeMCAmericanEngine< RNG, S > Class Template Reference

Monte Carlo American engine factory. More...

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

Public Member Functions

 MakeMCAmericanEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &)
 
MakeMCAmericanEnginewithSteps (Size steps)
 
MakeMCAmericanEnginewithStepsPerYear (Size steps)
 
MakeMCAmericanEnginewithSamples (Size samples)
 
MakeMCAmericanEnginewithAbsoluteTolerance (Real tolerance)
 
MakeMCAmericanEnginewithMaxSamples (Size samples)
 
MakeMCAmericanEnginewithSeed (BigNatural seed)
 
MakeMCAmericanEnginewithAntitheticVariate (bool b=true)
 
MakeMCAmericanEnginewithControlVariate (bool b=true)
 
MakeMCAmericanEnginewithPolynomOrder (Size polynomOrer)
 
MakeMCAmericanEnginewithBasisSystem (LsmBasisSystem::PolynomType)
 
MakeMCAmericanEnginewithCalibrationSamples (Size calibrationSamples)
 
 operator boost::shared_ptr< PricingEngine > () const
 

Detailed Description

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

Monte Carlo American engine factory.

Examples:
EquityOption.cpp.