MakeMCHullWhiteCapFloorEngine< RNG, S > Class Template Reference

### A free/open-source library for quantitative finance

Public Member Functions
MakeMCHullWhiteCapFloorEngine< RNG, S > Class Template Reference

Monte Carlo Hull-White cap-floor engine factory. More...

`#include <ql/pricingengines/capfloor/mchullwhiteengine.hpp>`

List of all members.

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

## Detailed Description

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

Monte Carlo Hull-White cap-floor engine factory.