Monte Carlo American basket-option engine factory. More...
#include <ql/pricingengines/basket/mcamericanbasketengine.hpp>
Public Member Functions | |
MakeMCAmericanBasketEngine (const ext::shared_ptr< StochasticProcessArray > &) | |
MakeMCAmericanBasketEngine & | withSteps (Size steps) |
MakeMCAmericanBasketEngine & | withStepsPerYear (Size steps) |
MakeMCAmericanBasketEngine & | withBrownianBridge (bool b=true) |
MakeMCAmericanBasketEngine & | withAntitheticVariate (bool b=true) |
MakeMCAmericanBasketEngine & | withSamples (Size samples) |
MakeMCAmericanBasketEngine & | withAbsoluteTolerance (Real tolerance) |
MakeMCAmericanBasketEngine & | withMaxSamples (Size samples) |
MakeMCAmericanBasketEngine & | withSeed (BigNatural seed) |
MakeMCAmericanBasketEngine & | withCalibrationSamples (Size samples) |
MakeMCAmericanBasketEngine & | withPolynomialOrder (Size polynmOrder) |
MakeMCAmericanBasketEngine & | withBasisSystem (LsmBasisSystem::PolynomType polynomType) |
operator ext::shared_ptr< PricingEngine > () const | |
Monte Carlo American basket-option engine factory.