1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141
|
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.0 Transitional//EN">
<html>
<head>
<meta http-equiv="Content-Type" content="text/html;charset=iso-8859-1">
<meta name="robots" content="none">
<title>QuantLib: MakeMCDigitalEngine Class Template Reference</title>
<link rel="stylesheet" href="quantlib.css" type="text/css">
<link rel="stylesheet" href="print.css" type="text/css" media="print">
<link rel="shortcut icon" href="favicon.ico" type="image/x-icon">
<link rel="icon" href="favicon.ico" type="image/x-icon">
</head>
<body>
<div id="container">
<div id="header">
<img class="titleimage"
src="QL-title.jpg" width="212" height="47" border="0"
alt="QuantLib">
<br>
<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
</div>
<div id="menu">
<h3 class="navbartitle">Version 0.3.14</h3>
<hr>
<h3 class="navbartitle">Getting started</h3>
<ul class="navbarlist">
<li class="navlink"><a href="index.html">Introduction</a></li>
<li class="navlink"><a href="overview.html">Project overview</a></li>
<li class="navlink"><a href="where.html">Where to get QuantLib</a></li>
<li class="navlink"><a href="install.html">Installation</a></li>
<li class="navlink"><a href="config.html">Configuration</a></li>
<li class="navlink"><a href="usage.html">Usage</a></li>
<li class="navlink"><a href="faq.html">Frequently asked questions</a></li>
<li class="navlink"><a href="history.html">Version history</a></li>
<li class="navlink"><a href="resources.html">Additional resources</a></li>
<li class="navlink"><a href="group.html">The QuantLib group</a></li>
<li class="navlink"><a href="license.html">Copyright and license</a></li>
</ul>
<hr>
<h3 class="navbartitle">Reference manual</h3>
<ul class="navbarlist">
<li class="navlink"><a href="modules.html">Modules</a></li>
<li class="navlink"><a href="hierarchy.html">Class Hierarchy</a></li>
<li class="navlink"><a href="annotated.html">Compound List</a></li>
<li class="navlink"><a href="files.html">File List</a></li>
<li class="navlink"><a href="functions.html">Compound Members</a></li>
<li class="navlink"><a href="globals.html">File Members</a></li>
<li class="navlink"><a href="todo.html">Todo List</a></li>
<li class="navlink"><a href="bug.html">Known Bugs</a></li>
<li class="navlink"><a href="caveats.html">Caveats</a></li>
<li class="navlink"><a href="test.html">Test Suite</a></li>
<li class="navlink"><a href="deprecated.html">Deprecated Features</a></li>
<li class="navlink"><a href="examples.html">Examples</a></li>
</ul>
</div>
<div id="content">
<!--Doxygen-generated content-->
<!-- Generated by Doxygen 1.5.1 -->
<div class="nav">
<b>QuantLib</b>::<a class="el" href="class_quant_lib_1_1_make_m_c_digital_engine.html">MakeMCDigitalEngine</a></div>
<h1>MakeMCDigitalEngine Class Template Reference</h1><!-- doxytag: class="QuantLib::MakeMCDigitalEngine" --><code>#include <ql/PricingEngines/Vanilla/mcdigitalengine.hpp></code>
<p>
<a href="class_quant_lib_1_1_make_m_c_digital_engine-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
<h3>template<class RNG = PseudoRandom, class S = Statistics><br>
class QuantLib::MakeMCDigitalEngine< RNG, S ></h3>
Monte Carlo digital engine factory.
<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="3b6573a4c09f0c37cc2d3b15427fcd0f"></a><!-- doxytag: member="QuantLib::MakeMCDigitalEngine::withSteps" ref="3b6573a4c09f0c37cc2d3b15427fcd0f" args="(Size steps)" -->
<a class="el" href="class_quant_lib_1_1_make_m_c_digital_engine.html">MakeMCDigitalEngine</a> & </td><td class="memItemRight" valign="bottom"><b>withSteps</b> (Size steps)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="529341ac238c7716f66602e490e603ff"></a><!-- doxytag: member="QuantLib::MakeMCDigitalEngine::withStepsPerYear" ref="529341ac238c7716f66602e490e603ff" args="(Size steps)" -->
<a class="el" href="class_quant_lib_1_1_make_m_c_digital_engine.html">MakeMCDigitalEngine</a> & </td><td class="memItemRight" valign="bottom"><b>withStepsPerYear</b> (Size steps)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="54170f53faad10558c3025f80848fecc"></a><!-- doxytag: member="QuantLib::MakeMCDigitalEngine::withBrownianBridge" ref="54170f53faad10558c3025f80848fecc" args="(bool b=true)" -->
<a class="el" href="class_quant_lib_1_1_make_m_c_digital_engine.html">MakeMCDigitalEngine</a> & </td><td class="memItemRight" valign="bottom"><b>withBrownianBridge</b> (bool b=true)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a22eb873cc8760a1fb97d0e75201adef"></a><!-- doxytag: member="QuantLib::MakeMCDigitalEngine::withSamples" ref="a22eb873cc8760a1fb97d0e75201adef" args="(Size samples)" -->
<a class="el" href="class_quant_lib_1_1_make_m_c_digital_engine.html">MakeMCDigitalEngine</a> & </td><td class="memItemRight" valign="bottom"><b>withSamples</b> (Size samples)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="11058c249b9c4e1f10316097119d78a5"></a><!-- doxytag: member="QuantLib::MakeMCDigitalEngine::withTolerance" ref="11058c249b9c4e1f10316097119d78a5" args="(Real tolerance)" -->
<a class="el" href="class_quant_lib_1_1_make_m_c_digital_engine.html">MakeMCDigitalEngine</a> & </td><td class="memItemRight" valign="bottom"><b>withTolerance</b> (Real tolerance)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="770ffb2b71e5a4c4e36b08c593d2d499"></a><!-- doxytag: member="QuantLib::MakeMCDigitalEngine::withMaxSamples" ref="770ffb2b71e5a4c4e36b08c593d2d499" args="(Size samples)" -->
<a class="el" href="class_quant_lib_1_1_make_m_c_digital_engine.html">MakeMCDigitalEngine</a> & </td><td class="memItemRight" valign="bottom"><b>withMaxSamples</b> (Size samples)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b820cc500b1e80afd179dc8254d8aa43"></a><!-- doxytag: member="QuantLib::MakeMCDigitalEngine::withSeed" ref="b820cc500b1e80afd179dc8254d8aa43" args="(BigNatural seed)" -->
<a class="el" href="class_quant_lib_1_1_make_m_c_digital_engine.html">MakeMCDigitalEngine</a> & </td><td class="memItemRight" valign="bottom"><b>withSeed</b> (BigNatural seed)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1770f48750df1bef1cd9b4924d2baef3"></a><!-- doxytag: member="QuantLib::MakeMCDigitalEngine::withAntitheticVariate" ref="1770f48750df1bef1cd9b4924d2baef3" args="(bool b=true)" -->
<a class="el" href="class_quant_lib_1_1_make_m_c_digital_engine.html">MakeMCDigitalEngine</a> & </td><td class="memItemRight" valign="bottom"><b>withAntitheticVariate</b> (bool b=true)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9c964cb1024e6fa6b2b37516b2c3ec16"></a><!-- doxytag: member="QuantLib::MakeMCDigitalEngine::withControlVariate" ref="9c964cb1024e6fa6b2b37516b2c3ec16" args="(bool b=true)" -->
<a class="el" href="class_quant_lib_1_1_make_m_c_digital_engine.html">MakeMCDigitalEngine</a> & </td><td class="memItemRight" valign="bottom"><b>withControlVariate</b> (bool b=true)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8b647cfac8a778a6cae167415355196a"></a><!-- doxytag: member="QuantLib::MakeMCDigitalEngine::operator boost::shared_ptr" ref="8b647cfac8a778a6cae167415355196a" args="() const" -->
</td><td class="memItemRight" valign="bottom"><b>operator boost::shared_ptr</b> () const</td></tr>
</table>
</div>
<div class="footer">
<table align="top" width="100%">
<tr>
<td align="middle" width="33%">
<strong>QuantLib.org</strong><br>
<a href="http://quantlib.org/">
<img src="QL-small.jpg" alt="QuantLib" align="middle" border=0>
</a>
</td>
<td align="middle" width="33%">
<strong>Hosted by</strong><br>
<a href="http://sourceforge.net"><img src=
"sfnetlogo.png" width="88" height="31"
border="0" alt="SourceForge.net Logo"></a>
</td>
<td align="middle" width="33%">
<strong>Documentation generated by</strong><br>
<a href="http://www.doxygen.org">
<img src="doxygen.png" alt="doxygen" align="middle" border=0 width=110 height=53>
</a></td>
</tr>
</table>
</div>
</div>
</body>
</html>
|