Monte Carlo Heston/Hull-White engine factory. More...
#include <ql/pricingengines/vanilla/mchestonhullwhiteengine.hpp>
Public Member Functions | |
MakeMCHestonHullWhiteEngine (const boost::shared_ptr< HybridHestonHullWhiteProcess > &) | |
MakeMCHestonHullWhiteEngine & | withSteps (Size steps) |
MakeMCHestonHullWhiteEngine & | withStepsPerYear (Size steps) |
MakeMCHestonHullWhiteEngine & | withAntitheticVariate (bool b=true) |
MakeMCHestonHullWhiteEngine & | withControlVariate (bool b=true) |
MakeMCHestonHullWhiteEngine & | withSamples (Size samples) |
MakeMCHestonHullWhiteEngine & | withAbsoluteTolerance (Real tolerance) |
MakeMCHestonHullWhiteEngine & | withMaxSamples (Size samples) |
MakeMCHestonHullWhiteEngine & | withSeed (BigNatural seed) |
operator boost::shared_ptr< PricingEngine > () const | |
Monte Carlo Heston/Hull-White engine factory.