quantlib.pricingengines.vanilla.mceuropeanhestonengine.

MCEuropeanHestonEngine

class MCEuropeanHestonEngine(HestonProcess process, Size time_steps=Null[Size](), Size steps_per_year=Null[Size](), bool antithetic_variate=True, Size required_samples=Null[Integer](), Real required_tolerance=Null[Real](), Size max_samples=QL_MAX_INTEGER, BigNatural seed=0)

Bases: MCVanillaEngine