Monte Carlo American basket-option engine factory. More...
#include <ql/experimental/mcbasket/mcamericanpathengine.hpp>
Public Member Functions | |
MakeMCAmericanPathEngine (const boost::shared_ptr< StochasticProcessArray > &) | |
MakeMCAmericanPathEngine & | withSteps (Size steps) |
MakeMCAmericanPathEngine & | withStepsPerYear (Size steps) |
MakeMCAmericanPathEngine & | withBrownianBridge (bool b=true) |
MakeMCAmericanPathEngine & | withAntitheticVariate (bool b=true) |
MakeMCAmericanPathEngine & | withControlVariate (bool b=true) |
MakeMCAmericanPathEngine & | withSamples (Size samples) |
MakeMCAmericanPathEngine & | withAbsoluteTolerance (Real tolerance) |
MakeMCAmericanPathEngine & | withMaxSamples (Size samples) |
MakeMCAmericanPathEngine & | withSeed (BigNatural seed) |
MakeMCAmericanPathEngine & | withCalibrationSamples (Size samples) |
operator boost::shared_ptr< PricingEngine > () const | |
Monte Carlo American basket-option engine factory.