Monte Carlo digital engine factory. More...
#include <ql/pricingengines/vanilla/mcdigitalengine.hpp>
| Public Member Functions | |
| MakeMCDigitalEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &) | |
| MakeMCDigitalEngine & | withSteps (Size steps) | 
| MakeMCDigitalEngine & | withStepsPerYear (Size steps) | 
| MakeMCDigitalEngine & | withBrownianBridge (bool b=true) | 
| MakeMCDigitalEngine & | withSamples (Size samples) | 
| MakeMCDigitalEngine & | withAbsoluteTolerance (Real tolerance) | 
| MakeMCDigitalEngine & | withMaxSamples (Size samples) | 
| MakeMCDigitalEngine & | withSeed (BigNatural seed) | 
| MakeMCDigitalEngine & | withAntitheticVariate (bool b=true) | 
| operator boost::shared_ptr< PricingEngine > () const | |
Monte Carlo digital engine factory.