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<title>MCPagodaEngine< RNG, S > Class Template Reference</title>
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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<li class="navelem"><b>QuantLib</b> </li>
<li class="navelem"><a class="el" href="class_quant_lib_1_1_m_c_pagoda_engine.html">MCPagodaEngine</a> </li>
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<a href="#pub-types">Public Types</a> |
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<div class="title">MCPagodaEngine< RNG, S > Class Template Reference</div> </div>
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<!-- doxytag: class="QuantLib::MCPagodaEngine" --><!-- doxytag: inherits="QuantLib::PagodaOption::engine,McSimulation< MultiVariate, RNG, S >" -->
<p>Pricing engine for pagoda options using Monte Carlo simulation.
<a href="class_quant_lib_1_1_m_c_pagoda_engine.html#details">More...</a></p>
<p><code>#include <ql/experimental/exoticoptions/mcpagodaengine.hpp></code></p>
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Inheritance diagram for MCPagodaEngine< RNG, S >:</div>
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<div class="center"><img src="class_quant_lib_1_1_m_c_pagoda_engine__inherit__graph.png" border="0" usemap="#_m_c_pagoda_engine_3_01_r_n_g_00_01_s_01_4_inherit__map" alt="Inheritance graph"/></div>
<map name="_m_c_pagoda_engine_3_01_r_n_g_00_01_s_01_4_inherit__map" id="_m_c_pagoda_engine_3_01_r_n_g_00_01_s_01_4_inherit__map">
<area shape="rect" id="node2" href="class_quant_lib_1_1_pagoda_option_1_1engine.html" title="Pagoda-option engine base class" alt="" coords="5,6,64,37"/><area shape="rect" id="node4" href="class_quant_lib_1_1_mc_simulation.html" title="McSimulation\< MultiVariate, RNG, S \>" alt="" coords="88,6,333,37"/></map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<p><a href="class_quant_lib_1_1_m_c_pagoda_engine-members.html">List of all members.</a></p>
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<tr><td colspan="2"><h2><a name="pub-types"></a>
Public Types</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a97d0a464c09dfbac519dd3c4ed297523"></a><!-- doxytag: member="QuantLib::MCPagodaEngine::path_generator_type" ref="a97d0a464c09dfbac519dd3c4ed297523" args="" -->
typedef <a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation</a><br class="typebreak"/>
< <a class="el" href="struct_quant_lib_1_1_multi_variate.html">MultiVariate</a>, RNG, S ><br class="typebreak"/>
::path_generator_type </td><td class="memItemRight" valign="bottom"><b>path_generator_type</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a6a9d35263b41b36b002797dde605d942"></a><!-- doxytag: member="QuantLib::MCPagodaEngine::path_pricer_type" ref="a6a9d35263b41b36b002797dde605d942" args="" -->
typedef <a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation</a><br class="typebreak"/>
< <a class="el" href="struct_quant_lib_1_1_multi_variate.html">MultiVariate</a>, RNG, S ><br class="typebreak"/>
::path_pricer_type </td><td class="memItemRight" valign="bottom"><b>path_pricer_type</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a931267be1997474da010eacc9e911b29"></a><!-- doxytag: member="QuantLib::MCPagodaEngine::stats_type" ref="a931267be1997474da010eacc9e911b29" args="" -->
typedef <a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation</a><br class="typebreak"/>
< <a class="el" href="struct_quant_lib_1_1_multi_variate.html">MultiVariate</a>, RNG, S ><br class="typebreak"/>
::stats_type </td><td class="memItemRight" valign="bottom"><b>stats_type</b></td></tr>
<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a6f12ea3552888460ce74a55112e95cec"></a><!-- doxytag: member="QuantLib::MCPagodaEngine::MCPagodaEngine" ref="a6f12ea3552888460ce74a55112e95cec" args="(const boost::shared_ptr< StochasticProcessArray > &, bool brownianBridge, bool antitheticVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed)" -->
 </td><td class="memItemRight" valign="bottom"><b>MCPagodaEngine</b> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_stochastic_process_array.html">StochasticProcessArray</a> > &, bool brownianBridge, bool antitheticVariate, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> requiredSamples, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> requiredTolerance, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> maxSamples, BigNatural seed)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a10873979f635888606e03f9cb2d8a096"></a><!-- doxytag: member="QuantLib::MCPagodaEngine::calculate" ref="a10873979f635888606e03f9cb2d8a096" args="() const " -->
void </td><td class="memItemRight" valign="bottom"><b>calculate</b> () const </td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><h3>template<class RNG = PseudoRandom, class S = Statistics><br/>
class QuantLib::MCPagodaEngine< RNG, S ></h3>
<p>Pricing engine for pagoda options using Monte Carlo simulation. </p>
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