- QuantLib
- MakeMCHullWhiteCapFloorEngine
Monte Carlo Hull-White cap-floor engine factory. More...
#include <ql/pricingengines/capfloor/mchullwhiteengine.hpp>
Public Member Functions | |
| MakeMCHullWhiteCapFloorEngine (const boost::shared_ptr< HullWhite > &) | |
| MakeMCHullWhiteCapFloorEngine & | withBrownianBridge (bool b=true) |
| MakeMCHullWhiteCapFloorEngine & | withSamples (Size samples) |
| MakeMCHullWhiteCapFloorEngine & | withAbsoluteTolerance (Real tolerance) |
| MakeMCHullWhiteCapFloorEngine & | withMaxSamples (Size samples) |
| MakeMCHullWhiteCapFloorEngine & | withSeed (BigNatural seed) |
| MakeMCHullWhiteCapFloorEngine & | withAntitheticVariate (bool b=true) |
| operator boost::shared_ptr< PricingEngine > () const | |
Monte Carlo Hull-White cap-floor engine factory.