quantlib.pricingengines.vanilla.mchestonhullwhiteengine.
MCHestonHullWhiteEngine¶
- class MCHestonHullWhiteEngine(HybridHestonHullWhiteProcess sp, Size time_steps=Null[Size](), Size time_steps_per_year=Null[Size](), bool antithetic_variate=True, bool control_variate=True, Size required_samples=Null[Size](), Real required_tolerance=Null[Real](), Size max_samples=QL_MAX_INTEGER, BigNatural seed=0)¶
Bases:
MCVanillaEngine