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