Monte Carlo Hull-White cap-floor engine factory. More...
#include <ql/pricingengines/capfloor/mchullwhiteengine.hpp>
Public Member Functions | |
MakeMCHullWhiteCapFloorEngine (const ext::shared_ptr< HullWhite > &) | |
MakeMCHullWhiteCapFloorEngine & | withBrownianBridge (bool b=true) |
MakeMCHullWhiteCapFloorEngine & | withSamples (Size samples) |
MakeMCHullWhiteCapFloorEngine & | withAbsoluteTolerance (Real tolerance) |
MakeMCHullWhiteCapFloorEngine & | withMaxSamples (Size samples) |
MakeMCHullWhiteCapFloorEngine & | withSeed (BigNatural seed) |
MakeMCHullWhiteCapFloorEngine & | withAntitheticVariate (bool b=true) |
operator ext::shared_ptr< PricingEngine > () const | |
Monte Carlo Hull-White cap-floor engine factory.