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<b>QuantLib</b>::<a class="el" href="class_quant_lib_1_1_m_c_european_heston_engine.html">MCEuropeanHestonEngine</a></div>
<h1>MCEuropeanHestonEngine Class Template Reference<br>
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[<a class="el" href="group__vanillaengines.html">Vanilla option engines</a>]</small>
</h1><!-- doxytag: class="QuantLib::MCEuropeanHestonEngine" --><!-- doxytag: inherits="QuantLib::MCVanillaEngine" --><code>#include <ql/PricingEngines/Vanilla/mceuropeanhestonengine.hpp></code>
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Inheritance diagram for MCEuropeanHestonEngine:<p><center><img src="class_quant_lib_1_1_m_c_european_heston_engine__inherit__graph.png" border="0" usemap="#_m_c_european_heston_engine__inherit__map" alt="Inheritance graph"></center>
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<h3>template<class RNG = PseudoRandom, class S = Statistics><br>
class QuantLib::MCEuropeanHestonEngine< RNG, S ></h3>
Monte Carlo Heston-model engine for European options.
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<dl compact><dt><b><a class="el" href="test.html#_test000099">Tests:</a></b></dt><dd>the correctness of the returned value is tested by reproducing results available in web/literature </dd></dl>
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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="dca9843f4f1a1600aedd26eb01ff39ea"></a><!-- doxytag: member="QuantLib::MCEuropeanHestonEngine::path_pricer_type" ref="dca9843f4f1a1600aedd26eb01ff39ea" 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_multi_variate.html">MultiVariate</a><<br>
RNG >, S >::path_pricer_type </td><td class="memItemRight" valign="bottom"><b>path_pricer_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="4cc4e82c229dbcd216bf46a9185105d8"></a><!-- doxytag: member="QuantLib::MCEuropeanHestonEngine::MCEuropeanHestonEngine" ref="4cc4e82c229dbcd216bf46a9185105d8" args="(Size timeSteps, Size timeStepsPerYear, bool antitheticVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed)" -->
</td><td class="memItemRight" valign="bottom"><b>MCEuropeanHestonEngine</b> (Size timeSteps, Size timeStepsPerYear, bool antitheticVariate, 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="9eb2bc377f7e53501088ff37100f1211"></a><!-- doxytag: member="QuantLib::MCEuropeanHestonEngine::pathPricer" ref="9eb2bc377f7e53501088ff37100f1211" args="() const" -->
boost::shared_ptr< path_pricer_type > </td><td class="memItemRight" valign="bottom"><b>pathPricer</b> () const</td></tr>
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