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

Monte Carlo European engine factory. More...

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

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

## Detailed Description

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

Monte Carlo European engine factory.

Examples
  EquityOption.cpp.