Searched refs:mcengine3 (Results 1 – 1 of 1) sorted by relevance
397 ext::shared_ptr<PricingEngine> mcengine3; in main() local398 mcengine3 = MakeMCAmericanEngine<PseudoRandom>(bsmProcess) in main()404 americanOption.setPricingEngine(mcengine3); in main()