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
|
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
<html>
<head>
<meta http-equiv="Content-Type" content="text/html;charset=UTF-8">
<meta name="robots" content="none">
<title>QuantLib: MakeMCAmericanEngine 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 0.9.0</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="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="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="examples.html">Examples</a></li>
</ul>
</div>
<div id="content">
<!--Doxygen-generated content-->
<!-- Generated by Doxygen 1.5.4 -->
<div class="nav">
<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_make_m_c_american_engine.html">MakeMCAmericanEngine</a></div>
<h1>MakeMCAmericanEngine Class Template Reference</h1><!-- doxytag: class="QuantLib::MakeMCAmericanEngine" --><code>#include <ql/pricingengines/vanilla/mcamericanengine.hpp></code>
<p>
<p>
<a href="class_quant_lib_1_1_make_m_c_american_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::MakeMCAmericanEngine< RNG, S ></h3>
Monte Carlo American engine factory. <dl compact><dt><b>Examples: </b></dt><dd>
<p>
<a class="el" href="_equity_option_8cpp-example.html#_a32">EquityOption.cpp</a>.</dl><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="5c7a80957c80444f6f0486cf13c2f5a1"></a><!-- doxytag: member="QuantLib::MakeMCAmericanEngine::MakeMCAmericanEngine" ref="5c7a80957c80444f6f0486cf13c2f5a1" args="(const boost::shared_ptr< GeneralizedBlackScholesProcess > &)" -->
</td><td class="memItemRight" valign="bottom"><b>MakeMCAmericanEngine</b> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_generalized_black_scholes_process.html">GeneralizedBlackScholesProcess</a> > &)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1e2014ef955181953e7cee89a8bc45b8"></a><!-- doxytag: member="QuantLib::MakeMCAmericanEngine::withSteps" ref="1e2014ef955181953e7cee89a8bc45b8" args="(Size steps)" -->
<a class="el" href="class_quant_lib_1_1_make_m_c_american_engine.html">MakeMCAmericanEngine</a> & </td><td class="memItemRight" valign="bottom"><b>withSteps</b> (<a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> steps)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6173cdad29cb3457267df9c4e9765bfa"></a><!-- doxytag: member="QuantLib::MakeMCAmericanEngine::withStepsPerYear" ref="6173cdad29cb3457267df9c4e9765bfa" args="(Size steps)" -->
<a class="el" href="class_quant_lib_1_1_make_m_c_american_engine.html">MakeMCAmericanEngine</a> & </td><td class="memItemRight" valign="bottom"><b>withStepsPerYear</b> (<a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> steps)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="22eb14626e60b0100c56f06c3962ae82"></a><!-- doxytag: member="QuantLib::MakeMCAmericanEngine::withSamples" ref="22eb14626e60b0100c56f06c3962ae82" args="(Size samples)" -->
<a class="el" href="class_quant_lib_1_1_make_m_c_american_engine.html">MakeMCAmericanEngine</a> & </td><td class="memItemRight" valign="bottom"><b>withSamples</b> (<a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> samples)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fa815b83b486c07f6ccfd0b12622ab81"></a><!-- doxytag: member="QuantLib::MakeMCAmericanEngine::withTolerance" ref="fa815b83b486c07f6ccfd0b12622ab81" args="(Real tolerance)" -->
<a class="el" href="class_quant_lib_1_1_make_m_c_american_engine.html">MakeMCAmericanEngine</a> & </td><td class="memItemRight" valign="bottom"><b>withTolerance</b> (<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> tolerance)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cb1a2381e08ae45cb0b8fe92eec53482"></a><!-- doxytag: member="QuantLib::MakeMCAmericanEngine::withMaxSamples" ref="cb1a2381e08ae45cb0b8fe92eec53482" args="(Size samples)" -->
<a class="el" href="class_quant_lib_1_1_make_m_c_american_engine.html">MakeMCAmericanEngine</a> & </td><td class="memItemRight" valign="bottom"><b>withMaxSamples</b> (<a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> samples)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5189c6e021ad3b7b9def772f3387512d"></a><!-- doxytag: member="QuantLib::MakeMCAmericanEngine::withSeed" ref="5189c6e021ad3b7b9def772f3387512d" args="(BigNatural seed)" -->
<a class="el" href="class_quant_lib_1_1_make_m_c_american_engine.html">MakeMCAmericanEngine</a> & </td><td class="memItemRight" valign="bottom"><b>withSeed</b> (<a class="el" href="namespace_quant_lib.html#e3df3f13e67885465f4e359b3bffa4e6">BigNatural</a> seed)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8635128ef9a58a27fb2e766facfc5ceb"></a><!-- doxytag: member="QuantLib::MakeMCAmericanEngine::withAntitheticVariate" ref="8635128ef9a58a27fb2e766facfc5ceb" args="(bool b=true)" -->
<a class="el" href="class_quant_lib_1_1_make_m_c_american_engine.html">MakeMCAmericanEngine</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="c52db43cccebc8db7feda06184e1d158"></a><!-- doxytag: member="QuantLib::MakeMCAmericanEngine::withControlVariate" ref="c52db43cccebc8db7feda06184e1d158" args="(bool b=true)" -->
<a class="el" href="class_quant_lib_1_1_make_m_c_american_engine.html">MakeMCAmericanEngine</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="d31e3487ee6cf17bdb33452b92462364"></a><!-- doxytag: member="QuantLib::MakeMCAmericanEngine::withPolynomOrder" ref="d31e3487ee6cf17bdb33452b92462364" args="(Size polynomOrer)" -->
<a class="el" href="class_quant_lib_1_1_make_m_c_american_engine.html">MakeMCAmericanEngine</a> & </td><td class="memItemRight" valign="bottom"><b>withPolynomOrder</b> (<a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> polynomOrer)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4f791c58ab6c1f807affdd8645543e57"></a><!-- doxytag: member="QuantLib::MakeMCAmericanEngine::withBasisSystem" ref="4f791c58ab6c1f807affdd8645543e57" args="(LsmBasisSystem::PolynomType)" -->
<a class="el" href="class_quant_lib_1_1_make_m_c_american_engine.html">MakeMCAmericanEngine</a> & </td><td class="memItemRight" valign="bottom"><b>withBasisSystem</b> (LsmBasisSystem::PolynomType)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="79fd7d285b4900128879823c52e68e2c"></a><!-- doxytag: member="QuantLib::MakeMCAmericanEngine::withCalibrationSamples" ref="79fd7d285b4900128879823c52e68e2c" args="(Size calibrationSamples)" -->
<a class="el" href="class_quant_lib_1_1_make_m_c_american_engine.html">MakeMCAmericanEngine</a> & </td><td class="memItemRight" valign="bottom"><b>withCalibrationSamples</b> (<a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> calibrationSamples)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9fba5728f2e7e979edc8fce741709a97"></a><!-- doxytag: member="QuantLib::MakeMCAmericanEngine::operator boost::shared_ptr< PricingEngine >" ref="9fba5728f2e7e979edc8fce741709a97" args="() const " -->
</td><td class="memItemRight" valign="bottom"><b>operator boost::shared_ptr< PricingEngine ></b> () const </td></tr>
</table>
</div>
<div class="footer">
<div class="endmatter">
Documentation generated by
<a href="http://www.doxygen.org">Doxygen</a> 1.5.4
</div>
</div>
</div>
</body>
</html>
|
