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MCEuropeanEngine Class Template Reference |
Public Types | |
typedef MCVanillaEngine< RNG, S >::path_generator_type | path_generator_type |
typedef MCVanillaEngine< RNG, S >::path_pricer_type | path_pricer_type |
typedef MCVanillaEngine< RNG, S >::stats_type | stats_type |
Public Member Functions | |
MCEuropeanEngine (Size maxTimeStepPerYear, bool antitheticVariate=false, bool controlVariate=false, Size requiredSamples=Null< Size >(), Real requiredTolerance=Null< Real >(), Size maxSamples=Null< Size >(), BigNatural seed=0) | |
Protected Member Functions | |
TimeGrid | timeGrid () const |
boost::shared_ptr< path_pricer_type > | pathPricer () const |
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