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<b>QuantLib</b>::<a class="el" href="class_quant_lib_1_1_m_c_vanilla_engine.html">MCVanillaEngine</a></div>
<h1>MCVanillaEngine Class Template Reference<br>
<small>
[<a class="el" href="group__vanillaengines.html">Vanilla option engines</a>]</small>
</h1><!-- doxytag: class="QuantLib::MCVanillaEngine" --><!-- doxytag: inherits="QuantLib::VanillaOption::engine,QuantLib::McSimulation" --><code>#include <ql/PricingEngines/Vanilla/mcvanillaengine.hpp></code>
<p>
Inheritance diagram for MCVanillaEngine:<p><center><img src="class_quant_lib_1_1_m_c_vanilla_engine__inherit__graph.png" border="0" usemap="#_m_c_vanilla_engine__inherit__map" alt="Inheritance graph"></center>
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<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center><a href="class_quant_lib_1_1_m_c_vanilla_engine-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
<h3>template<class MC, class S = Statistics><br>
class QuantLib::MCVanillaEngine< MC, S ></h3>
Pricing engine for vanilla options using Monte Carlo simulation.
<p>
<table border="0" cellpadding="0" cellspacing="0">
<tr><td></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="082ff96da379d5e17436372ccb3c0972"></a><!-- doxytag: member="QuantLib::MCVanillaEngine::calculate" ref="082ff96da379d5e17436372ccb3c0972" args="() const" -->
void </td><td class="memItemRight" valign="bottom"><b>calculate</b> () const</td></tr>
<tr><td colspan="2"><br><h2>Protected Types</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cdbd44774c135ba2e377d0d3e225711a"></a><!-- doxytag: member="QuantLib::MCVanillaEngine::path_generator_type" ref="cdbd44774c135ba2e377d0d3e225711a" args="" -->
typedef <a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation</a>< MC,<br>
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="9fb5a642ce5c3ea7c699f9f90ed92ec1"></a><!-- doxytag: member="QuantLib::MCVanillaEngine::path_pricer_type" ref="9fb5a642ce5c3ea7c699f9f90ed92ec1" args="" -->
typedef <a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation</a>< MC,<br>
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="b9394ba4e7f3f2843da55930d7b83190"></a><!-- doxytag: member="QuantLib::MCVanillaEngine::stats_type" ref="b9394ba4e7f3f2843da55930d7b83190" args="" -->
typedef <a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation</a>< MC,<br>
S >::stats_type </td><td class="memItemRight" valign="bottom"><b>stats_type</b></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="178ee232e606253913f9ef81998fa54a"></a><!-- doxytag: member="QuantLib::MCVanillaEngine::MCVanillaEngine" ref="178ee232e606253913f9ef81998fa54a" 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>MCVanillaEngine</b> (Size timeSteps, Size timeStepsPerYear, bool brownianBridge, bool antitheticVariate, bool controlVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9820e026a481e4c1cb95b4d89345101c"></a><!-- doxytag: member="QuantLib::MCVanillaEngine::timeGrid" ref="9820e026a481e4c1cb95b4d89345101c" args="() const" -->
<a class="el" href="class_quant_lib_1_1_time_grid.html">TimeGrid</a> </td><td class="memItemRight" valign="bottom"><b>timeGrid</b> () const</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c0cf27107fcea39724da36ace1a9f52b"></a><!-- doxytag: member="QuantLib::MCVanillaEngine::pathGenerator" ref="c0cf27107fcea39724da36ace1a9f52b" args="() const" -->
boost::shared_ptr< path_generator_type > </td><td class="memItemRight" valign="bottom"><b>pathGenerator</b> () const</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="62f956221ac30afaf88d77b0f8d2601b"></a><!-- doxytag: member="QuantLib::MCVanillaEngine::controlVariateValue" ref="62f956221ac30afaf88d77b0f8d2601b" args="() const" -->
Real </td><td class="memItemRight" valign="bottom"><b>controlVariateValue</b> () const</td></tr>
<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="02b035f6fcde4fb3cc9964c0518964ae"></a><!-- doxytag: member="QuantLib::MCVanillaEngine::timeSteps_" ref="02b035f6fcde4fb3cc9964c0518964ae" args="" -->
Size </td><td class="memItemRight" valign="bottom"><b>timeSteps_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9c25c7000e01433677e04eae138ff831"></a><!-- doxytag: member="QuantLib::MCVanillaEngine::timeStepsPerYear_" ref="9c25c7000e01433677e04eae138ff831" args="" -->
Size </td><td class="memItemRight" valign="bottom"><b>timeStepsPerYear_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="937ea3e2dae694ac2df5226b1b349b22"></a><!-- doxytag: member="QuantLib::MCVanillaEngine::requiredSamples_" ref="937ea3e2dae694ac2df5226b1b349b22" args="" -->
Size </td><td class="memItemRight" valign="bottom"><b>requiredSamples_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e92c9f4ec24db42ea6eceb5919e9dea5"></a><!-- doxytag: member="QuantLib::MCVanillaEngine::maxSamples_" ref="e92c9f4ec24db42ea6eceb5919e9dea5" args="" -->
Size </td><td class="memItemRight" valign="bottom"><b>maxSamples_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a336fe20be7a7fe0b17df1565bbc2f1a"></a><!-- doxytag: member="QuantLib::MCVanillaEngine::requiredTolerance_" ref="a336fe20be7a7fe0b17df1565bbc2f1a" args="" -->
Real </td><td class="memItemRight" valign="bottom"><b>requiredTolerance_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="237ba632601944316deef578c245e825"></a><!-- doxytag: member="QuantLib::MCVanillaEngine::brownianBridge_" ref="237ba632601944316deef578c245e825" args="" -->
bool </td><td class="memItemRight" valign="bottom"><b>brownianBridge_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="654936ea7a7e268c1d02b452e80c7fdb"></a><!-- doxytag: member="QuantLib::MCVanillaEngine::seed_" ref="654936ea7a7e268c1d02b452e80c7fdb" args="" -->
BigNatural </td><td class="memItemRight" valign="bottom"><b>seed_</b></td></tr>
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