QuantLib: MakeMCEuropeanBasketEngine< 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
MakeMCEuropeanBasketEngine< RNG, S > Class Template Reference

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

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

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

## Detailed Description

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

Monte Carlo basket-option engine factory.