MakeMCDigitalEngine< RNG, S > Class Template Reference

Monte Carlo digital engine factory. More...

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

List of all members.

Public Member Functions

 MakeMCDigitalEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &)
MakeMCDigitalEnginewithSteps (Size steps)
MakeMCDigitalEnginewithStepsPerYear (Size steps)
MakeMCDigitalEnginewithBrownianBridge (bool b=true)
MakeMCDigitalEnginewithSamples (Size samples)
MakeMCDigitalEnginewithAbsoluteTolerance (Real tolerance)
MakeMCDigitalEnginewithMaxSamples (Size samples)
MakeMCDigitalEnginewithSeed (BigNatural seed)
MakeMCDigitalEnginewithAntitheticVariate (bool b=true)
 operator boost::shared_ptr< PricingEngine > () const

Detailed Description

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

Monte Carlo digital engine factory.