MCPathBasketEngine< RNG, S > Class Template Reference

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

Public Types | Public Member Functions | Protected Member Functions | Protected Attributes
MCPathBasketEngine< RNG, S > Class Template Reference

Pricing engine for path dependent basket options using. More...

`#include <ql/experimental/mcbasket/mcpathbasketengine.hpp>`

Inheritance diagram for MCPathBasketEngine< RNG, S >:
[legend]

List of all members.

## Public Types
typedef McSimulation < MultiVariate, RNG, S > ::path_generator_type | path_generator_type
typedef McSimulation < MultiVariate, RNG, S > ::path_pricer_type | path_pricer_type
typedef McSimulation < MultiVariate, RNG, S > ::stats_type | stats_type
## Public Member Functions
| MCPathBasketEngine (const boost::shared_ptr< StochasticProcessArray > &, Size timeSteps, Size timeStepsPerYear, bool brownianBridge, bool antitheticVariate, bool controlVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed)
void | calculate () const
## Protected Member Functions
TimeGrid | timeGrid () const
boost::shared_ptr < path_generator_type > | pathGenerator () const
boost::shared_ptr < path_pricer_type > | pathPricer () const
## Protected Attributes
boost::shared_ptr < StochasticProcessArray > | process_
Size | timeSteps_
Size | timeStepsPerYear_
Size | requiredSamples_
Size | maxSamples_
Real | requiredTolerance_
bool | brownianBridge_
BigNatural | seed_

## Detailed Description

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

Pricing engine for path dependent basket options using.