MCAmericanBasketEngine< RNG > Class Template Reference

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

Public Member Functions | Protected Member Functions
MCAmericanBasketEngine< RNG > Class Template Reference
Basket option engines

least-square Monte Carlo engine More...

`#include <ql/pricingengines/basket/mcamericanbasketengine.hpp>`

Inheritance diagram for MCAmericanBasketEngine< RNG >:
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List of all members.

## Public Member Functions
| MCAmericanBasketEngine (const boost::shared_ptr< StochasticProcessArray > &, Size timeSteps, Size timeStepsPerYear, bool brownianBridge, bool antitheticVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed, Size nCalibrationSamples=Null< Size >())
## Protected Member Functions
boost::shared_ptr < LongstaffSchwartzPathPricer < MultiPath > > | lsmPathPricer () const

## Detailed Description

### template<class RNG = PseudoRandom>
class QuantLib::MCAmericanBasketEngine< RNG >

least-square Monte Carlo engine

Warning:
  This method is intrinsically weak for out-of-the-money options.