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