QuantLib: MakeMCEuropeanGJRGARCHEngine< RNG, S > Class Template Reference

A free/open-source library for quantitative finance Reference manual - version 1.20

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

Monte Carlo GJR-GARCH European engine factory. More...

`#include <ql/pricingengines/vanilla/mceuropeangjrgarchengine.hpp>`

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

## Detailed Description

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

Monte Carlo GJR-GARCH European engine factory.