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<b>QuantLib</b>::<a class="el" href="class_quant_lib_1_1_m_c_european_engine.html">MCEuropeanEngine</a></div>
<h1>MCEuropeanEngine Class Template Reference<br>
<small>
[<a class="el" href="group__vanillaengines.html">Vanilla option engines</a>]</small>
</h1><!-- doxytag: class="QuantLib::MCEuropeanEngine" --><!-- doxytag: inherits="QuantLib::MCVanillaEngine" --><code>#include <ql/PricingEngines/Vanilla/mceuropeanengine.hpp></code>
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Inheritance diagram for MCEuropeanEngine:<p><center><img src="class_quant_lib_1_1_m_c_european_engine__inherit__graph.png" border="0" usemap="#_m_c_european_engine__inherit__map" alt="Inheritance graph"></center>
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<area href="class_quant_lib_1_1_vanilla_option_1_1engine.html" shape="rect" coords="100,7,167,31" alt="">
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<h3>template<class RNG = PseudoRandom, class S = Statistics><br>
class QuantLib::MCEuropeanEngine< RNG, S ></h3>
European option pricing engine using Monte Carlo simulation.
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<dl compact><dt><b><a class="el" href="test.html#_test000098">Tests:</a></b></dt><dd>the correctness of the returned value is tested by checking it against analytic results. </dd></dl>
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<table border="0" cellpadding="0" cellspacing="0">
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<tr><td colspan="2"><br><h2>Public Types</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="73c5fc7ca4d26efb1369e5bd22193230"></a><!-- doxytag: member="QuantLib::MCEuropeanEngine::path_generator_type" ref="73c5fc7ca4d26efb1369e5bd22193230" args="" -->
typedef <a class="el" href="class_quant_lib_1_1_m_c_vanilla_engine.html">MCVanillaEngine</a>< <a class="el" href="struct_quant_lib_1_1_single_variate.html">SingleVariate</a><<br>
RNG >, S >::path_generator_type </td><td class="memItemRight" valign="bottom"><b>path_generator_type</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cfdefae7af9f7d235fcd5d6b777c37b8"></a><!-- doxytag: member="QuantLib::MCEuropeanEngine::path_pricer_type" ref="cfdefae7af9f7d235fcd5d6b777c37b8" args="" -->
typedef <a class="el" href="class_quant_lib_1_1_m_c_vanilla_engine.html">MCVanillaEngine</a>< <a class="el" href="struct_quant_lib_1_1_single_variate.html">SingleVariate</a><<br>
RNG >, S >::path_pricer_type </td><td class="memItemRight" valign="bottom"><b>path_pricer_type</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d1177b62aae874db0ed3a80a4dab22e3"></a><!-- doxytag: member="QuantLib::MCEuropeanEngine::stats_type" ref="d1177b62aae874db0ed3a80a4dab22e3" args="" -->
typedef <a class="el" href="class_quant_lib_1_1_m_c_vanilla_engine.html">MCVanillaEngine</a>< <a class="el" href="struct_quant_lib_1_1_single_variate.html">SingleVariate</a><<br>
RNG >, S >::stats_type </td><td class="memItemRight" valign="bottom"><b>stats_type</b></td></tr>
<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="96e26a587767ad72ad821b5da5e066c2"></a><!-- doxytag: member="QuantLib::MCEuropeanEngine::MCEuropeanEngine" ref="96e26a587767ad72ad821b5da5e066c2" args="(Size timeSteps, Size timeStepsPerYear, bool brownianBridge, bool antitheticVariate, bool controlVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed)" -->
</td><td class="memItemRight" valign="bottom"><b>MCEuropeanEngine</b> (Size timeSteps, Size timeStepsPerYear, bool brownianBridge, bool antitheticVariate, bool controlVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed)</td></tr>
<tr><td colspan="2"><br><h2>Protected Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ce2eaa6e4d058b287b8ce3d343e86ded"></a><!-- doxytag: member="QuantLib::MCEuropeanEngine::pathPricer" ref="ce2eaa6e4d058b287b8ce3d343e86ded" args="() const" -->
boost::shared_ptr< path_pricer_type > </td><td class="memItemRight" valign="bottom"><b>pathPricer</b> () const</td></tr>
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