MakeMCHimalayaEngine Class Template Reference
Monte Carlo Himalaya-option engine factory. More...
#include <ql/experimental/exoticoptions/mchimalayaengine.hpp>
Public Member Functions | |
| MakeMCHimalayaEngine (const boost::shared_ptr< StochasticProcessArray > &) | |
| MakeMCHimalayaEngine & | withBrownianBridge (bool b=true) |
| MakeMCHimalayaEngine & | withAntitheticVariate (bool b=true) |
| MakeMCHimalayaEngine & | withSamples (Size samples) |
| MakeMCHimalayaEngine & | withAbsoluteTolerance (Real tolerance) |
| MakeMCHimalayaEngine & | withMaxSamples (Size samples) |
| MakeMCHimalayaEngine & | withSeed (BigNatural seed) |
| operator boost::shared_ptr< PricingEngine > () const | |