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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_make_m_c_lookback_engine.html">MakeMCLookbackEngine</a></li>  </ul>
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<a href="#pub-methods">Public Member Functions</a> &#124;
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<p>Monte Carlo lookback-option engine factory.  
 <a href="class_quant_lib_1_1_make_m_c_lookback_engine.html#details">More...</a></p>

<p><code>#include &lt;ql/pricingengines/lookback/mclookbackengine.hpp&gt;</code></p>
<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
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&#160;</td><td class="memItemRight" valign="bottom"><b>MakeMCLookbackEngine</b> (const ext::shared_ptr&lt; <a class="el" href="class_quant_lib_1_1_generalized_black_scholes_process.html">GeneralizedBlackScholesProcess</a> &gt; &amp;)</td></tr>
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<a class="el" href="class_quant_lib_1_1_make_m_c_lookback_engine.html">MakeMCLookbackEngine</a> &amp;&#160;</td><td class="memItemRight" valign="bottom"><b>withSteps</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> steps)</td></tr>
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<a class="el" href="class_quant_lib_1_1_make_m_c_lookback_engine.html">MakeMCLookbackEngine</a> &amp;&#160;</td><td class="memItemRight" valign="bottom"><b>withStepsPerYear</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> steps)</td></tr>
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<a class="el" href="class_quant_lib_1_1_make_m_c_lookback_engine.html">MakeMCLookbackEngine</a> &amp;&#160;</td><td class="memItemRight" valign="bottom"><b>withBrownianBridge</b> (bool b=true)</td></tr>
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<a class="el" href="class_quant_lib_1_1_make_m_c_lookback_engine.html">MakeMCLookbackEngine</a> &amp;&#160;</td><td class="memItemRight" valign="bottom"><b>withAntitheticVariate</b> (bool b=true)</td></tr>
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<a class="el" href="class_quant_lib_1_1_make_m_c_lookback_engine.html">MakeMCLookbackEngine</a> &amp;&#160;</td><td class="memItemRight" valign="bottom"><b>withSamples</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> samples)</td></tr>
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<a class="el" href="class_quant_lib_1_1_make_m_c_lookback_engine.html">MakeMCLookbackEngine</a> &amp;&#160;</td><td class="memItemRight" valign="bottom"><b>withAbsoluteTolerance</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> tolerance)</td></tr>
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<a class="el" href="class_quant_lib_1_1_make_m_c_lookback_engine.html">MakeMCLookbackEngine</a> &amp;&#160;</td><td class="memItemRight" valign="bottom"><b>withMaxSamples</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> samples)</td></tr>
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<a class="el" href="class_quant_lib_1_1_make_m_c_lookback_engine.html">MakeMCLookbackEngine</a> &amp;&#160;</td><td class="memItemRight" valign="bottom"><b>withSeed</b> (<a class="el" href="namespace_quant_lib.html#ae3df3f13e67885465f4e359b3bffa4e6">BigNatural</a> seed)</td></tr>
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&#160;</td><td class="memItemRight" valign="bottom"><b>operator ext::shared_ptr&lt; PricingEngine &gt;</b> () const</td></tr>
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<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><h3>template&lt;class I, class RNG = PseudoRandom, class S = Statistics&gt;<br />
class QuantLib::MakeMCLookbackEngine&lt; I, RNG, S &gt;</h3>

<p>Monte Carlo lookback-option engine factory. </p>
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