QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
Public Member Functions | List of all members
MakeMCEuropeanHestonEngine< RNG, S, P > Class Template Reference

Monte Carlo Heston European engine factory. More...

#include <ql/pricingengines/vanilla/mceuropeanhestonengine.hpp>

Public Member Functions

 MakeMCEuropeanHestonEngine (const ext::shared_ptr< P > &)
 
MakeMCEuropeanHestonEnginewithSteps (Size steps)
 
MakeMCEuropeanHestonEnginewithStepsPerYear (Size steps)
 
MakeMCEuropeanHestonEnginewithSamples (Size samples)
 
MakeMCEuropeanHestonEnginewithAbsoluteTolerance (Real tolerance)
 
MakeMCEuropeanHestonEnginewithMaxSamples (Size samples)
 
MakeMCEuropeanHestonEnginewithSeed (BigNatural seed)
 
MakeMCEuropeanHestonEnginewithAntitheticVariate (bool b=true)
 
 operator ext::shared_ptr< PricingEngine > () const
 

Detailed Description

template<class RNG = PseudoRandom, class S = Statistics, class P = HestonProcess>
class QuantLib::MakeMCEuropeanHestonEngine< RNG, S, P >

Monte Carlo Heston European engine factory.