MakeMCHestonHullWhiteEngine< RNG, S > Class Template Reference

Monte Carlo Heston/Hull-White engine factory. More...

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

Public Member Functions
	MakeMCHestonHullWhiteEngine (const ext::shared_ptr< HybridHestonHullWhiteProcess > &)
MakeMCHestonHullWhiteEngine &	withSteps (Size steps)
MakeMCHestonHullWhiteEngine &	withStepsPerYear (Size steps)
MakeMCHestonHullWhiteEngine &	withAntitheticVariate (bool b=true)
MakeMCHestonHullWhiteEngine &	withControlVariate (bool b=true)
MakeMCHestonHullWhiteEngine &	withSamples (Size samples)
MakeMCHestonHullWhiteEngine &	withAbsoluteTolerance (Real tolerance)
MakeMCHestonHullWhiteEngine &	withMaxSamples (Size samples)
MakeMCHestonHullWhiteEngine &	withSeed (BigNatural seed)
	operator ext::shared_ptr< PricingEngine > () const

Detailed Description

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

Monte Carlo Heston/Hull-White engine factory.