MakeMCPerformanceEngine< RNG, S > Class Template Reference

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

#include <ql/pricingengines/cliquet/mcperformanceengine.hpp>

Public Member Functions
	MakeMCPerformanceEngine (const ext::shared_ptr< GeneralizedBlackScholesProcess > &)
MakeMCPerformanceEngine &	withBrownianBridge (bool b=true)
MakeMCPerformanceEngine &	withAntitheticVariate (bool b=true)
MakeMCPerformanceEngine &	withSamples (Size samples)
MakeMCPerformanceEngine &	withAbsoluteTolerance (Real tolerance)
MakeMCPerformanceEngine &	withMaxSamples (Size samples)
MakeMCPerformanceEngine &	withSeed (BigNatural seed)
	operator ext::shared_ptr< PricingEngine > () const

Detailed Description

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

Monte Carlo performance-option engine factory.