quantlib.pricingengines.vanilla.mceuropeanhestonengine.MCEuropeanHestonEngine¶

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