- QuantLib
- MakeMCBarrierEngine
Monte Carlo barrier-option engine factory. More...
#include <ql/pricingengines/barrier/mcbarrierengine.hpp>
Public Member Functions | |
MakeMCBarrierEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &) | |
MakeMCBarrierEngine & | withSteps (Size steps) |
MakeMCBarrierEngine & | withStepsPerYear (Size steps) |
MakeMCBarrierEngine & | withBrownianBridge (bool b=true) |
MakeMCBarrierEngine & | withAntitheticVariate (bool b=true) |
MakeMCBarrierEngine & | withSamples (Size samples) |
MakeMCBarrierEngine & | withAbsoluteTolerance (Real tolerance) |
MakeMCBarrierEngine & | withMaxSamples (Size samples) |
MakeMCBarrierEngine & | withBias (bool b=true) |
MakeMCBarrierEngine & | withSeed (BigNatural seed) |
operator boost::shared_ptr< PricingEngine > () const |
Monte Carlo barrier-option engine factory.