Monte Carlo Himalaya-option engine factory. More...
#include <ql/experimental/exoticoptions/mchimalayaengine.hpp>
Public Member Functions | |
MakeMCHimalayaEngine (const ext::shared_ptr< StochasticProcessArray > &) | |
MakeMCHimalayaEngine & | withBrownianBridge (bool b=true) |
MakeMCHimalayaEngine & | withAntitheticVariate (bool b=true) |
MakeMCHimalayaEngine & | withSamples (Size samples) |
MakeMCHimalayaEngine & | withAbsoluteTolerance (Real tolerance) |
MakeMCHimalayaEngine & | withMaxSamples (Size samples) |
MakeMCHimalayaEngine & | withSeed (BigNatural seed) |
operator ext::shared_ptr< PricingEngine > () const | |
Monte Carlo Himalaya-option engine factory.