QuantLib 0.3.11 http://quantlib.org Getting started Introduction Project overview Where to get QuantLib Installation Configuration Usage Frequently asked questions Version history Additional resources The QuantLib group Copyright and license Reference manual Modules Class Hierarchy Compound List File List Compound Members File Members Todo List Known Bugs Test Suite Deprecated Features Examples

MakeMCDigitalEngine Class Template Reference #include <ql/PricingEngines/Vanilla/mcdigitalengine.hpp> List of all members. Detailed Description template<class RNG = PseudoRandom, class S = Statistics> class QuantLib::MakeMCDigitalEngine< RNG, S > Monte Carlo digital engine factory. Public Member Functions MakeMCDigitalEngine &  withSteps (Size steps) MakeMCDigitalEngine &  withStepsPerYear (Size steps) MakeMCDigitalEngine &  withBrownianBridge (bool b=true) MakeMCDigitalEngine &  withSamples (Size samples) MakeMCDigitalEngine &  withTolerance (Real tolerance) MakeMCDigitalEngine &  withMaxSamples (Size samples) MakeMCDigitalEngine &  withSeed (BigNatural seed) MakeMCDigitalEngine &  withAntitheticVariate (bool b=true) MakeMCDigitalEngine &  withControlVariate (bool b=true)   operator boost::shared_ptr () const

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