MakeMCEuropeanHestonEngine< RNG, S > Class Template Reference

Monte Carlo Heston European engine factory. More...

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

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

Detailed Description

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

Monte Carlo Heston European engine factory.