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

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

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