MakeMCLookbackEngine(const ext::shared_ptr< GeneralizedBlackScholesProcess > &) (defined in MakeMCLookbackEngine< I, RNG, S >) | MakeMCLookbackEngine< I, RNG, S > | explicit |
operator ext::shared_ptr< PricingEngine >() const (defined in MakeMCLookbackEngine< I, RNG, S >) | MakeMCLookbackEngine< I, RNG, S > | |
withAbsoluteTolerance(Real tolerance) (defined in MakeMCLookbackEngine< I, RNG, S >) | MakeMCLookbackEngine< I, RNG, S > | |
withAntitheticVariate(bool b=true) (defined in MakeMCLookbackEngine< I, RNG, S >) | MakeMCLookbackEngine< I, RNG, S > | |
withBrownianBridge(bool b=true) (defined in MakeMCLookbackEngine< I, RNG, S >) | MakeMCLookbackEngine< I, RNG, S > | |
withMaxSamples(Size samples) (defined in MakeMCLookbackEngine< I, RNG, S >) | MakeMCLookbackEngine< I, RNG, S > | |
withSamples(Size samples) (defined in MakeMCLookbackEngine< I, RNG, S >) | MakeMCLookbackEngine< I, RNG, S > | |
withSeed(BigNatural seed) (defined in MakeMCLookbackEngine< I, RNG, S >) | MakeMCLookbackEngine< I, RNG, S > | |
withSteps(Size steps) (defined in MakeMCLookbackEngine< I, RNG, S >) | MakeMCLookbackEngine< I, RNG, S > | |
withStepsPerYear(Size steps) (defined in MakeMCLookbackEngine< I, RNG, S >) | MakeMCLookbackEngine< I, RNG, S > | |