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<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_m_c_american_basket_engine.html">MCAmericanBasketEngine</a></li> </ul>
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<div class="summary">
<a href="#pub-methods">Public Member Functions</a> |
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<a href="class_quant_lib_1_1_m_c_american_basket_engine-members.html">List of all members</a> </div>
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<div class="title">MCAmericanBasketEngine< RNG > Class Template Reference<div class="ingroups"><a class="el" href="group__engines.html">Pricing engines</a> » <a class="el" href="group__basketengines.html">Basket option engines</a></div></div> </div>
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<p>least-square Monte Carlo engine
<a href="class_quant_lib_1_1_m_c_american_basket_engine.html#details">More...</a></p>
<p><code>#include <ql/pricingengines/basket/mcamericanbasketengine.hpp></code></p>
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<img id="dynsection-0-trigger" src="closed.png" alt="+"/> Inheritance diagram for MCAmericanBasketEngine< RNG >:</div>
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<map name="_m_c_american_basket_engine_3_01_r_n_g_01_4_inherit__map" id="a_m_c_american_basket_engine_3_01_r_n_g_01_4_inherit__map">
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<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr class="memitem:a6bc18092d376309589e7f24a594e01c1"><td class="memItemLeft" align="right" valign="top"><a id="a6bc18092d376309589e7f24a594e01c1"></a>
 </td><td class="memItemRight" valign="bottom"><b>MCAmericanBasketEngine</b> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_stochastic_process_array.html">StochasticProcessArray</a> > &, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> timeSteps, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> timeStepsPerYear, 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, <a class="el" href="namespace_quant_lib.html#ae3df3f13e67885465f4e359b3bffa4e6">BigNatural</a> seed, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> nCalibrationSamples=<a class="el" href="class_quant_lib_1_1_null.html">Null</a>< <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> >(), <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> polynomOrder=2, LsmBasisSystem::PolynomType polynomType=LsmBasisSystem::Monomial)</td></tr>
<tr class="separator:a6bc18092d376309589e7f24a594e01c1"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_m_c_longstaff_schwartz_engine"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_m_c_longstaff_schwartz_engine')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_m_c_longstaff_schwartz_engine.html">MCLongstaffSchwartzEngine< BasketOption::engine, MultiVariate, PseudoRandom ></a></td></tr>
<tr class="memitem:a099272da5bf9fbdfe06d0c16c0fb09e9 inherit pub_methods_class_quant_lib_1_1_m_c_longstaff_schwartz_engine"><td class="memItemLeft" align="right" valign="top"> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_m_c_longstaff_schwartz_engine.html#a099272da5bf9fbdfe06d0c16c0fb09e9">MCLongstaffSchwartzEngine</a> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_stochastic_process.html">StochasticProcess</a> > &process, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> timeSteps, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> timeStepsPerYear, bool brownianBridge, bool antitheticVariate, bool controlVariate, <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, <a class="el" href="namespace_quant_lib.html#ae3df3f13e67885465f4e359b3bffa4e6">BigNatural</a> seed, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> nCalibrationSamples=<a class="el" href="class_quant_lib_1_1_null.html">Null</a>< <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> >(), boost::optional< bool > brownianBridgeCalibration=boost::none, boost::optional< bool > antitheticVariateCalibration=boost::none, <a class="el" href="namespace_quant_lib.html#ae3df3f13e67885465f4e359b3bffa4e6">BigNatural</a> seedCalibration=<a class="el" href="class_quant_lib_1_1_null.html">Null</a>< <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> >())</td></tr>
<tr class="separator:a099272da5bf9fbdfe06d0c16c0fb09e9 inherit pub_methods_class_quant_lib_1_1_m_c_longstaff_schwartz_engine"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a082ff96da379d5e17436372ccb3c0972 inherit pub_methods_class_quant_lib_1_1_m_c_longstaff_schwartz_engine"><td class="memItemLeft" align="right" valign="top"><a id="a082ff96da379d5e17436372ccb3c0972"></a>
void </td><td class="memItemRight" valign="bottom"><b>calculate</b> () const</td></tr>
<tr class="separator:a082ff96da379d5e17436372ccb3c0972 inherit pub_methods_class_quant_lib_1_1_m_c_longstaff_schwartz_engine"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_generic_engine"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_generic_engine')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< BasketOption::arguments, BasketOption::results ></a></td></tr>
<tr class="memitem:a71b88a849e976521267094f05b679b4a inherit pub_methods_class_quant_lib_1_1_generic_engine"><td class="memItemLeft" align="right" valign="top"><a id="a71b88a849e976521267094f05b679b4a"></a>
PricingEngine::arguments * </td><td class="memItemRight" valign="bottom"><b>getArguments</b> () const</td></tr>
<tr class="separator:a71b88a849e976521267094f05b679b4a inherit pub_methods_class_quant_lib_1_1_generic_engine"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a444e176623e5142800ac5abd35556c10 inherit pub_methods_class_quant_lib_1_1_generic_engine"><td class="memItemLeft" align="right" valign="top"><a id="a444e176623e5142800ac5abd35556c10"></a>
const PricingEngine::results * </td><td class="memItemRight" valign="bottom"><b>getResults</b> () const</td></tr>
<tr class="separator:a444e176623e5142800ac5abd35556c10 inherit pub_methods_class_quant_lib_1_1_generic_engine"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ad20897c5c8bd47f5d4005989bead0e55 inherit pub_methods_class_quant_lib_1_1_generic_engine"><td class="memItemLeft" align="right" valign="top"><a id="ad20897c5c8bd47f5d4005989bead0e55"></a>
void </td><td class="memItemRight" valign="bottom"><b>reset</b> ()</td></tr>
<tr class="separator:ad20897c5c8bd47f5d4005989bead0e55 inherit pub_methods_class_quant_lib_1_1_generic_engine"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ac5c54df7ed3b930268c8d7752c101725 inherit pub_methods_class_quant_lib_1_1_generic_engine"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><b>update</b> ()</td></tr>
<tr class="separator:ac5c54df7ed3b930268c8d7752c101725 inherit pub_methods_class_quant_lib_1_1_generic_engine"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_pricing_engine"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_pricing_engine')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_pricing_engine.html">PricingEngine</a></td></tr>
<tr class="memitem:acadfc179f7be93951a88d8d9785402d3 inherit pub_methods_class_quant_lib_1_1_pricing_engine"><td class="memItemLeft" align="right" valign="top"><a id="acadfc179f7be93951a88d8d9785402d3"></a>
virtual arguments * </td><td class="memItemRight" valign="bottom"><b>getArguments</b> () const =0</td></tr>
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<tr class="memitem:ab7e33911413d94c4aa80aaf41eccddad inherit pub_methods_class_quant_lib_1_1_pricing_engine"><td class="memItemLeft" align="right" valign="top"><a id="ab7e33911413d94c4aa80aaf41eccddad"></a>
virtual const results * </td><td class="memItemRight" valign="bottom"><b>getResults</b> () const =0</td></tr>
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virtual void </td><td class="memItemRight" valign="bottom"><b>calculate</b> () const =0</td></tr>
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<tr class="inherit_header pub_methods_class_quant_lib_1_1_observable"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_observable')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td></tr>
<tr class="memitem:a840dd96e33a304cbf681d357de7f48d0 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top"><a id="a840dd96e33a304cbf681d357de7f48d0"></a>
 </td><td class="memItemRight" valign="bottom"><b>Observable</b> (const <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> &)</td></tr>
<tr class="separator:a840dd96e33a304cbf681d357de7f48d0 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a522aacdd0f2408fe5e46527a6db999b4 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top"><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observable.html#a522aacdd0f2408fe5e46527a6db999b4">operator=</a> (const <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> &)</td></tr>
<tr class="separator:a522aacdd0f2408fe5e46527a6db999b4 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a397546715bfc5aedd1d16dd202a19d4c inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observable.html#a397546715bfc5aedd1d16dd202a19d4c">notifyObservers</a> ()</td></tr>
<tr class="separator:a397546715bfc5aedd1d16dd202a19d4c inherit pub_methods_class_quant_lib_1_1_observable"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_observer"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_observer')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td></tr>
<tr class="memitem:af6a9d3ca0b7f388f3b7ccb1eccf11f63 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="af6a9d3ca0b7f388f3b7ccb1eccf11f63"></a>
 </td><td class="memItemRight" valign="bottom"><b>Observer</b> (const <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> &)</td></tr>
<tr class="separator:af6a9d3ca0b7f388f3b7ccb1eccf11f63 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a6810b3645967da11d5f5d4804d37bacc inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="a6810b3645967da11d5f5d4804d37bacc"></a>
<a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> & </td><td class="memItemRight" valign="bottom"><b>operator=</b> (const <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> &)</td></tr>
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<tr class="memitem:aa6ade205ed506bf712da2704f80a73a0 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="aa6ade205ed506bf712da2704f80a73a0"></a>
std::pair< iterator, bool > </td><td class="memItemRight" valign="bottom"><b>registerWith</b> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > &)</td></tr>
<tr class="separator:aa6ade205ed506bf712da2704f80a73a0 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a51d57eb97a3a57312a47bda29235f182 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observer.html#a51d57eb97a3a57312a47bda29235f182">registerWithObservables</a> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> > &)</td></tr>
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<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>unregisterWith</b> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > &)</td></tr>
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void </td><td class="memItemRight" valign="bottom"><b>unregisterWithAll</b> ()</td></tr>
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<tr class="memitem:a3d53f9669c128dadc74a5d044a7c8e68 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observer.html#a3d53f9669c128dadc74a5d044a7c8e68">deepUpdate</a> ()</td></tr>
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<tr class="inherit_header pub_methods_class_quant_lib_1_1_mc_simulation"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_mc_simulation')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< MultiVariate, PseudoRandom, Statistics ></a></td></tr>
<tr class="memitem:a5a561aadfe4f8552ee3e1a793a229973 inherit pub_methods_class_quant_lib_1_1_mc_simulation"><td class="memItemLeft" align="right" valign="top"><a id="a5a561aadfe4f8552ee3e1a793a229973"></a>
result_type </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_mc_simulation.html#a5a561aadfe4f8552ee3e1a793a229973">value</a> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> tolerance, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> maxSamples=<a class="el" href="group__limit_macros.html#gac49205214551771cf97efe9839ac6cb5">QL_MAX_INTEGER</a>, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> minSamples=1023) const</td></tr>
<tr class="memdesc:a5a561aadfe4f8552ee3e1a793a229973 inherit pub_methods_class_quant_lib_1_1_mc_simulation"><td class="mdescLeft"> </td><td class="mdescRight">add samples until the required absolute tolerance is reached <br /></td></tr>
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<tr class="memitem:a19d48f0ef361732925944d5406327b62 inherit pub_methods_class_quant_lib_1_1_mc_simulation"><td class="memItemLeft" align="right" valign="top"><a id="a19d48f0ef361732925944d5406327b62"></a>
result_type </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_mc_simulation.html#a19d48f0ef361732925944d5406327b62">valueWithSamples</a> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> samples) const</td></tr>
<tr class="memdesc:a19d48f0ef361732925944d5406327b62 inherit pub_methods_class_quant_lib_1_1_mc_simulation"><td class="mdescLeft"> </td><td class="mdescRight">simulate a fixed number of samples <br /></td></tr>
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<tr class="memitem:a2b77f533f06da69df238758cd636985e inherit pub_methods_class_quant_lib_1_1_mc_simulation"><td class="memItemLeft" align="right" valign="top"><a id="a2b77f533f06da69df238758cd636985e"></a>
result_type </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_mc_simulation.html#a2b77f533f06da69df238758cd636985e">errorEstimate</a> () const</td></tr>
<tr class="memdesc:a2b77f533f06da69df238758cd636985e inherit pub_methods_class_quant_lib_1_1_mc_simulation"><td class="mdescLeft"> </td><td class="mdescRight">error estimated using the samples simulated so far <br /></td></tr>
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<tr class="memitem:abf7622f9bc94fbb40425a63aea8bac43 inherit pub_methods_class_quant_lib_1_1_mc_simulation"><td class="memItemLeft" align="right" valign="top"><a id="abf7622f9bc94fbb40425a63aea8bac43"></a>
const <a class="el" href="class_quant_lib_1_1_generic_risk_statistics.html">stats_type</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_mc_simulation.html#abf7622f9bc94fbb40425a63aea8bac43">sampleAccumulator</a> () const</td></tr>
<tr class="memdesc:abf7622f9bc94fbb40425a63aea8bac43 inherit pub_methods_class_quant_lib_1_1_mc_simulation"><td class="mdescLeft"> </td><td class="mdescRight">access to the sample accumulator for richer statistics <br /></td></tr>
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<tr class="memitem:ad5f42177fb934aa1898abe8120e7d8dc inherit pub_methods_class_quant_lib_1_1_mc_simulation"><td class="memItemLeft" align="right" valign="top"><a id="ad5f42177fb934aa1898abe8120e7d8dc"></a>
void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_mc_simulation.html#ad5f42177fb934aa1898abe8120e7d8dc">calculate</a> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> requiredTolerance, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> requiredSamples, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> maxSamples) const</td></tr>
<tr class="memdesc:ad5f42177fb934aa1898abe8120e7d8dc inherit pub_methods_class_quant_lib_1_1_mc_simulation"><td class="mdescLeft"> </td><td class="mdescRight">basic calculate method provided to inherited pricing engines <br /></td></tr>
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</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pro-methods"></a>
Protected Member Functions</h2></td></tr>
<tr class="memitem:a0b2480beb44b787433d81ee6f4592254"><td class="memItemLeft" align="right" valign="top"><a id="a0b2480beb44b787433d81ee6f4592254"></a>
ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_longstaff_schwartz_path_pricer.html">LongstaffSchwartzPathPricer</a>< <a class="el" href="class_quant_lib_1_1_multi_path.html">MultiPath</a> > > </td><td class="memItemRight" valign="bottom"><b>lsmPathPricer</b> () const</td></tr>
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<tr class="inherit_header pro_methods_class_quant_lib_1_1_m_c_longstaff_schwartz_engine"><td colspan="2" onclick="javascript:toggleInherit('pro_methods_class_quant_lib_1_1_m_c_longstaff_schwartz_engine')"><img src="closed.png" alt="-"/> Protected Member Functions inherited from <a class="el" href="class_quant_lib_1_1_m_c_longstaff_schwartz_engine.html">MCLongstaffSchwartzEngine< BasketOption::engine, MultiVariate, PseudoRandom ></a></td></tr>
<tr class="memitem:ae61a23ea021655763e7ec3ffcdeb9981 inherit pro_methods_class_quant_lib_1_1_m_c_longstaff_schwartz_engine"><td class="memItemLeft" align="right" valign="top"><a id="ae61a23ea021655763e7ec3ffcdeb9981"></a>
virtual ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_longstaff_schwartz_path_pricer.html">LongstaffSchwartzPathPricer</a>< <a class="el" href="class_quant_lib_1_1_multi_path.html">path_type</a> > > </td><td class="memItemRight" valign="bottom"><b>lsmPathPricer</b> () const=0</td></tr>
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<tr class="memitem:a9820e026a481e4c1cb95b4d89345101c inherit pro_methods_class_quant_lib_1_1_m_c_longstaff_schwartz_engine"><td class="memItemLeft" align="right" valign="top"><a id="a9820e026a481e4c1cb95b4d89345101c"></a>
<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>
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ext::shared_ptr< path_pricer_type > </td><td class="memItemRight" valign="bottom"><b>pathPricer</b> () const</td></tr>
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ext::shared_ptr< path_generator_type > </td><td class="memItemRight" valign="bottom"><b>pathGenerator</b> () const</td></tr>
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<tr class="inherit_header pro_methods_class_quant_lib_1_1_mc_simulation"><td colspan="2" onclick="javascript:toggleInherit('pro_methods_class_quant_lib_1_1_mc_simulation')"><img src="closed.png" alt="-"/> Protected Member Functions inherited from <a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< MultiVariate, PseudoRandom, Statistics ></a></td></tr>
<tr class="memitem:ab494776b2804de3802deefd3b35e2503 inherit pro_methods_class_quant_lib_1_1_mc_simulation"><td class="memItemLeft" align="right" valign="top"><a id="ab494776b2804de3802deefd3b35e2503"></a>
 </td><td class="memItemRight" valign="bottom"><b>McSimulation</b> (bool antitheticVariate, bool controlVariate)</td></tr>
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<tr class="memitem:ab0baeac19d70cdc5bb45fba69e952650 inherit pro_methods_class_quant_lib_1_1_mc_simulation"><td class="memItemLeft" align="right" valign="top"><a id="ab0baeac19d70cdc5bb45fba69e952650"></a>
virtual ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_path_pricer.html">path_pricer_type</a> > </td><td class="memItemRight" valign="bottom"><b>controlPathPricer</b> () const</td></tr>
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<tr class="memitem:a79f272afb2a75b9cb82976068659645d inherit pro_methods_class_quant_lib_1_1_mc_simulation"><td class="memItemLeft" align="right" valign="top"><a id="a79f272afb2a75b9cb82976068659645d"></a>
virtual ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_multi_path_generator.html">path_generator_type</a> > </td><td class="memItemRight" valign="bottom"><b>controlPathGenerator</b> () const</td></tr>
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<tr class="memitem:a441d284ba060bff72096605cf8d2bbd8 inherit pro_methods_class_quant_lib_1_1_mc_simulation"><td class="memItemLeft" align="right" valign="top"><a id="a441d284ba060bff72096605cf8d2bbd8"></a>
virtual ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_pricing_engine.html">PricingEngine</a> > </td><td class="memItemRight" valign="bottom"><b>controlPricingEngine</b> () const</td></tr>
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<tr class="memitem:a1ea677195f04cb07a45b762a6fb0b16e inherit pro_methods_class_quant_lib_1_1_mc_simulation"><td class="memItemLeft" align="right" valign="top"><a id="a1ea677195f04cb07a45b762a6fb0b16e"></a>
virtual result_type </td><td class="memItemRight" valign="bottom"><b>controlVariateValue</b> () const</td></tr>
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</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="inherited"></a>
Additional Inherited Members</h2></td></tr>
<tr class="inherit_header pub_types_class_quant_lib_1_1_m_c_longstaff_schwartz_engine"><td colspan="2" onclick="javascript:toggleInherit('pub_types_class_quant_lib_1_1_m_c_longstaff_schwartz_engine')"><img src="closed.png" alt="-"/> Public Types inherited from <a class="el" href="class_quant_lib_1_1_m_c_longstaff_schwartz_engine.html">MCLongstaffSchwartzEngine< BasketOption::engine, MultiVariate, PseudoRandom ></a></td></tr>
<tr class="memitem:a448f662b148297f7628d0db98064f1c2 inherit pub_types_class_quant_lib_1_1_m_c_longstaff_schwartz_engine"><td class="memItemLeft" align="right" valign="top"><a id="a448f662b148297f7628d0db98064f1c2"></a>
typedef <a class="el" href="struct_quant_lib_1_1_multi_variate.html">MultiVariate</a>< <a class="el" href="namespace_quant_lib.html#af791c06b3da1d5f4b90a19f3f423e75e">PseudoRandom</a> >::<a class="el" href="class_quant_lib_1_1_multi_path.html">path_type</a> </td><td class="memItemRight" valign="bottom"><b>path_type</b></td></tr>
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typedef <a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation</a>< <a class="el" href="struct_quant_lib_1_1_multi_variate.html">MultiVariate</a>, <a class="el" href="namespace_quant_lib.html#af791c06b3da1d5f4b90a19f3f423e75e">PseudoRandom</a>, <a class="el" href="namespace_quant_lib.html#a235b6c8805adaa743cc845aae9c05946">Statistics</a> >::stats_type </td><td class="memItemRight" valign="bottom"><b>stats_type</b></td></tr>
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<tr class="memitem:a7922dd7fea2c004ef3dc817d274cfe84 inherit pub_types_class_quant_lib_1_1_m_c_longstaff_schwartz_engine"><td class="memItemLeft" align="right" valign="top"><a id="a7922dd7fea2c004ef3dc817d274cfe84"></a>
typedef <a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation</a>< <a class="el" href="struct_quant_lib_1_1_multi_variate.html">MultiVariate</a>, <a class="el" href="namespace_quant_lib.html#af791c06b3da1d5f4b90a19f3f423e75e">PseudoRandom</a>, <a class="el" href="namespace_quant_lib.html#a235b6c8805adaa743cc845aae9c05946">Statistics</a> >::path_pricer_type </td><td class="memItemRight" valign="bottom"><b>path_pricer_type</b></td></tr>
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typedef <a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation</a>< <a class="el" href="struct_quant_lib_1_1_multi_variate.html">MultiVariate</a>, <a class="el" href="namespace_quant_lib.html#af791c06b3da1d5f4b90a19f3f423e75e">PseudoRandom</a>, <a class="el" href="namespace_quant_lib.html#a235b6c8805adaa743cc845aae9c05946">Statistics</a> >::path_generator_type </td><td class="memItemRight" valign="bottom"><b>path_generator_type</b></td></tr>
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typedef <a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation</a>< <a class="el" href="struct_quant_lib_1_1_multi_variate.html">MultiVariate</a>, <a class="el" href="namespace_quant_lib.html#af791c06b3da1d5f4b90a19f3f423e75e">PseudoRandom</a>, <a class="el" href="namespace_quant_lib.html#a235b6c8805adaa743cc845aae9c05946">Statistics</a> >::path_generator_type </td><td class="memItemRight" valign="bottom"><b>path_generator_type_calibration</b></td></tr>
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<tr class="inherit_header pub_types_class_quant_lib_1_1_observer"><td colspan="2" onclick="javascript:toggleInherit('pub_types_class_quant_lib_1_1_observer')"><img src="closed.png" alt="-"/> Public Types inherited from <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td></tr>
<tr class="memitem:a78de5f2b6bce96d718e3c18b9f52d67c inherit pub_types_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="a78de5f2b6bce96d718e3c18b9f52d67c"></a>
typedef boost::unordered_set< ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > > </td><td class="memItemRight" valign="bottom"><b>set_type</b></td></tr>
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<tr class="memitem:ae98429250f6997df7b87f4b37454609e inherit pub_types_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="ae98429250f6997df7b87f4b37454609e"></a>
typedef set_type::iterator </td><td class="memItemRight" valign="bottom"><b>iterator</b></td></tr>
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<tr class="inherit_header pub_types_class_quant_lib_1_1_mc_simulation"><td colspan="2" onclick="javascript:toggleInherit('pub_types_class_quant_lib_1_1_mc_simulation')"><img src="closed.png" alt="-"/> Public Types inherited from <a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< MultiVariate, PseudoRandom, Statistics ></a></td></tr>
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typedef <a class="el" href="class_quant_lib_1_1_monte_carlo_model.html">MonteCarloModel</a>< <a class="el" href="struct_quant_lib_1_1_multi_variate.html">MultiVariate</a>, <a class="el" href="namespace_quant_lib.html#af791c06b3da1d5f4b90a19f3f423e75e">PseudoRandom</a>, <a class="el" href="namespace_quant_lib.html#a235b6c8805adaa743cc845aae9c05946">Statistics</a> >::<a class="el" href="class_quant_lib_1_1_multi_path_generator.html">path_generator_type</a> </td><td class="memItemRight" valign="bottom"><b>path_generator_type</b></td></tr>
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typedef <a class="el" href="class_quant_lib_1_1_monte_carlo_model.html">MonteCarloModel</a>< <a class="el" href="struct_quant_lib_1_1_multi_variate.html">MultiVariate</a>, <a class="el" href="namespace_quant_lib.html#af791c06b3da1d5f4b90a19f3f423e75e">PseudoRandom</a>, <a class="el" href="namespace_quant_lib.html#a235b6c8805adaa743cc845aae9c05946">Statistics</a> >::<a class="el" href="class_quant_lib_1_1_path_pricer.html">path_pricer_type</a> </td><td class="memItemRight" valign="bottom"><b>path_pricer_type</b></td></tr>
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typedef <a class="el" href="class_quant_lib_1_1_monte_carlo_model.html">MonteCarloModel</a>< <a class="el" href="struct_quant_lib_1_1_multi_variate.html">MultiVariate</a>, <a class="el" href="namespace_quant_lib.html#af791c06b3da1d5f4b90a19f3f423e75e">PseudoRandom</a>, <a class="el" href="namespace_quant_lib.html#a235b6c8805adaa743cc845aae9c05946">Statistics</a> >::<a class="el" href="class_quant_lib_1_1_generic_risk_statistics.html">stats_type</a> </td><td class="memItemRight" valign="bottom"><b>stats_type</b></td></tr>
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typedef <a class="el" href="class_quant_lib_1_1_monte_carlo_model.html">MonteCarloModel</a>< <a class="el" href="struct_quant_lib_1_1_multi_variate.html">MultiVariate</a>, <a class="el" href="namespace_quant_lib.html#af791c06b3da1d5f4b90a19f3f423e75e">PseudoRandom</a>, <a class="el" href="namespace_quant_lib.html#a235b6c8805adaa743cc845aae9c05946">Statistics</a> >::result_type </td><td class="memItemRight" valign="bottom"><b>result_type</b></td></tr>
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<tr class="inherit_header pro_static_methods_class_quant_lib_1_1_mc_simulation"><td colspan="2" onclick="javascript:toggleInherit('pro_static_methods_class_quant_lib_1_1_mc_simulation')"><img src="closed.png" alt="-"/> Static Protected Member Functions inherited from <a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< MultiVariate, PseudoRandom, Statistics ></a></td></tr>
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static <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>maxError</b> (const Sequence &sequence)</td></tr>
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static <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>maxError</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> error)</td></tr>
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<tr class="inherit_header pro_attribs_class_quant_lib_1_1_m_c_longstaff_schwartz_engine"><td colspan="2" onclick="javascript:toggleInherit('pro_attribs_class_quant_lib_1_1_m_c_longstaff_schwartz_engine')"><img src="closed.png" alt="-"/> Protected Attributes inherited from <a class="el" href="class_quant_lib_1_1_m_c_longstaff_schwartz_engine.html">MCLongstaffSchwartzEngine< BasketOption::engine, MultiVariate, PseudoRandom ></a></td></tr>
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ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_stochastic_process.html">StochasticProcess</a> > </td><td class="memItemRight" valign="bottom"><b>process_</b></td></tr>
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const <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>timeSteps_</b></td></tr>
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const <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>timeStepsPerYear_</b></td></tr>
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const bool </td><td class="memItemRight" valign="bottom"><b>brownianBridge_</b></td></tr>
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const <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>requiredSamples_</b></td></tr>
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const <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>requiredTolerance_</b></td></tr>
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const <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>maxSamples_</b></td></tr>
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const <a class="el" href="namespace_quant_lib.html#ae3df3f13e67885465f4e359b3bffa4e6">BigNatural</a> </td><td class="memItemRight" valign="bottom"><b>seed_</b></td></tr>
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const <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>nCalibrationSamples_</b></td></tr>
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const bool </td><td class="memItemRight" valign="bottom"><b>brownianBridgeCalibration_</b></td></tr>
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const bool </td><td class="memItemRight" valign="bottom"><b>antitheticVariateCalibration_</b></td></tr>
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const <a class="el" href="namespace_quant_lib.html#ae3df3f13e67885465f4e359b3bffa4e6">BigNatural</a> </td><td class="memItemRight" valign="bottom"><b>seedCalibration_</b></td></tr>
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ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_longstaff_schwartz_path_pricer.html">LongstaffSchwartzPathPricer</a>< <a class="el" href="class_quant_lib_1_1_multi_path.html">path_type</a> > > </td><td class="memItemRight" valign="bottom"><b>pathPricer_</b></td></tr>
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ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_monte_carlo_model.html">MonteCarloModel</a>< <a class="el" href="struct_quant_lib_1_1_multi_variate.html">MultiVariate</a>, <a class="el" href="namespace_quant_lib.html#af791c06b3da1d5f4b90a19f3f423e75e">PseudoRandom</a>, <a class="el" href="namespace_quant_lib.html#a235b6c8805adaa743cc845aae9c05946">Statistics</a> > > </td><td class="memItemRight" valign="bottom"><b>mcModelCalibration_</b></td></tr>
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<tr class="inherit_header pro_attribs_class_quant_lib_1_1_generic_engine"><td colspan="2" onclick="javascript:toggleInherit('pro_attribs_class_quant_lib_1_1_generic_engine')"><img src="closed.png" alt="-"/> Protected Attributes inherited from <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< BasketOption::arguments, BasketOption::results ></a></td></tr>
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BasketOption::arguments </td><td class="memItemRight" valign="bottom"><b>arguments_</b></td></tr>
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BasketOption::results </td><td class="memItemRight" valign="bottom"><b>results_</b></td></tr>
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<tr class="inherit_header pro_attribs_class_quant_lib_1_1_mc_simulation"><td colspan="2" onclick="javascript:toggleInherit('pro_attribs_class_quant_lib_1_1_mc_simulation')"><img src="closed.png" alt="-"/> Protected Attributes inherited from <a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation< MultiVariate, PseudoRandom, Statistics ></a></td></tr>
<tr class="memitem:ac5c688be78662f3ff27e1f0cc6d96c86 inherit pro_attribs_class_quant_lib_1_1_mc_simulation"><td class="memItemLeft" align="right" valign="top"><a id="ac5c688be78662f3ff27e1f0cc6d96c86"></a>
ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_monte_carlo_model.html">MonteCarloModel</a>< <a class="el" href="struct_quant_lib_1_1_multi_variate.html">MultiVariate</a>, <a class="el" href="namespace_quant_lib.html#af791c06b3da1d5f4b90a19f3f423e75e">PseudoRandom</a>, <a class="el" href="namespace_quant_lib.html#a235b6c8805adaa743cc845aae9c05946">Statistics</a> > > </td><td class="memItemRight" valign="bottom"><b>mcModel_</b></td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>antitheticVariate_</b></td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>controlVariate_</b></td></tr>
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</table>
<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><h3>template<class RNG = PseudoRandom><br />
class QuantLib::MCAmericanBasketEngine< RNG ></h3>
<p>least-square Monte Carlo engine </p>
<dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000123">Warning:</a></b></dt><dd>This method is intrinsically weak for out-of-the-money options.</dd></dl>
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