QuantLib: MakeMCAmericanBasketEngine< RNG > Class Template Reference

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

Public Member Functions | List of all members
MakeMCAmericanBasketEngine< RNG > Class Template Reference

Monte Carlo American basket-option engine factory. More...

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

## Public Member Functions
| MakeMCAmericanBasketEngine (const ext::shared_ptr< StochasticProcessArray > &)
MakeMCAmericanBasketEngine & | withSteps (Size steps)
MakeMCAmericanBasketEngine & | withStepsPerYear (Size steps)
MakeMCAmericanBasketEngine & | withBrownianBridge (bool b=true)
MakeMCAmericanBasketEngine & | withAntitheticVariate (bool b=true)
MakeMCAmericanBasketEngine & | withSamples (Size samples)
MakeMCAmericanBasketEngine & | withAbsoluteTolerance (Real tolerance)
MakeMCAmericanBasketEngine & | withMaxSamples (Size samples)
MakeMCAmericanBasketEngine & | withSeed (BigNatural seed)
MakeMCAmericanBasketEngine & | withCalibrationSamples (Size samples)
MakeMCAmericanBasketEngine & | withPolynomialOrder (Size polynmOrder)
MakeMCAmericanBasketEngine & | withBasisSystem (LsmBasisSystem::PolynomType polynomType)
| operator ext::shared_ptr< PricingEngine > () const

## Detailed Description

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

Monte Carlo American basket-option engine factory.