ql/experimental/exoticoptions/mchimalayaengine.hpp File Reference

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

Classes
ql/experimental/exoticoptions/mchimalayaengine.hpp File Reference

Monte Carlo engine for Himalaya options. More...

`#include <ql/experimental/exoticoptions/himalayaoption.hpp>`
`#include <ql/pricingengines/mcsimulation.hpp>`
`#include <ql/processes/blackscholesprocess.hpp>`
`#include <ql/processes/stochasticprocessarray.hpp>`
`#include <ql/exercise.hpp>`
Include dependency graph for mchimalayaengine.hpp:

## Classes
class | MakeMCHimalayaEngine< RNG, S >
| Monte Carlo Himalaya-option engine factory. More...

## Detailed Description

Monte Carlo engine for Himalaya options.