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