MakeMCHimalayaEngine< RNG, S > Class Template Reference

Monte Carlo Himalaya-option engine factory. More...

#include <ql/experimental/exoticoptions/mchimalayaengine.hpp>

Public Member Functions
	MakeMCHimalayaEngine (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

Detailed Description

template<class RNG = PseudoRandom, class S = Statistics>
class QuantLib::MakeMCHimalayaEngine< RNG, S >

Monte Carlo Himalaya-option engine factory.