McEuropean Class Reference

#include <mceuropean.hpp>

Inheritance diagram for McEuropean:

Inheritance graph
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List of all members.

Detailed Description

simple example of Monte Carlo pricer

Deprecated:
use VanillaOption with McEuropeanEngine


Public Member Functions

 McEuropean (Option::Type type, double underlying, double strike, Spread dividendYield, Rate riskFreeRate, double residualTime, double volatility, bool antitheticVariance, long seed=0)


The documentation for this class was generated from the following files:

QuantLib.org
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