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