Monte Carlo American engine factory. More...
#include <ql/pricingengines/vanilla/mcamericanengine.hpp>
Public Member Functions | |
MakeMCAmericanEngine (const ext::shared_ptr< GeneralizedBlackScholesProcess > &) | |
MakeMCAmericanEngine & | withSteps (Size steps) |
MakeMCAmericanEngine & | withStepsPerYear (Size steps) |
MakeMCAmericanEngine & | withSamples (Size samples) |
MakeMCAmericanEngine & | withAbsoluteTolerance (Real tolerance) |
MakeMCAmericanEngine & | withMaxSamples (Size samples) |
MakeMCAmericanEngine & | withSeed (BigNatural seed) |
MakeMCAmericanEngine & | withAntitheticVariate (bool b=true) |
MakeMCAmericanEngine & | withControlVariate (bool b=true) |
MakeMCAmericanEngine & | withPolynomOrder (Size polynomOrer) |
MakeMCAmericanEngine & | withBasisSystem (LsmBasisSystem::PolynomType) |
MakeMCAmericanEngine & | withCalibrationSamples (Size calibrationSamples) |
MakeMCAmericanEngine & | withAntitheticVariateCalibration (bool b=true) |
MakeMCAmericanEngine & | withSeedCalibration (BigNatural seed) |
operator ext::shared_ptr< PricingEngine > () const | |
Monte Carlo American engine factory.