QuantLib: MakeMCAmericanPathEngine< RNG > Class Template Reference

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

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

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

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

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

## Detailed Description

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

Monte Carlo American basket-option engine factory.