Monte Carlo lookback-option engine factory. More...
#include <ql/pricingengines/lookback/mclookbackengine.hpp>
Public Member Functions | |
| MakeMCLookbackEngine (const ext::shared_ptr< GeneralizedBlackScholesProcess > &) | |
| MakeMCLookbackEngine & | withSteps (Size steps) |
| MakeMCLookbackEngine & | withStepsPerYear (Size steps) |
| MakeMCLookbackEngine & | withBrownianBridge (bool b=true) |
| MakeMCLookbackEngine & | withAntitheticVariate (bool b=true) |
| MakeMCLookbackEngine & | withSamples (Size samples) |
| MakeMCLookbackEngine & | withAbsoluteTolerance (Real tolerance) |
| MakeMCLookbackEngine & | withMaxSamples (Size samples) |
| MakeMCLookbackEngine & | withSeed (BigNatural seed) |
| operator ext::shared_ptr< PricingEngine > () const | |
Monte Carlo lookback-option engine factory.