QuantLib: MakeMCBarrierEngine< RNG, S > Class Template Reference

A free/open-source library for quantitative finance Reference manual - version 1.12

Public Member Functions | List of all members
MakeMCBarrierEngine< RNG, S > Class Template Reference

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

`#include <ql/pricingengines/barrier/mcbarrierengine.hpp>`

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

## Detailed Description

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

Monte Carlo barrier-option engine factory.