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MonteCarlo Constructor (Boolean, Int32)
Constructor that defines which greeks should be saved for fast recomputation. Note that at each query for any of saveable greeks all of them will be computed if needed.

Namespace:  FinMath.Derivatives
Assembly:  FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
Syntax
C#
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public MonteCarlo(
	bool saveOptionValue,
	int allowedDataSets
)

Parameters

saveOptionValue
Type: SystemBoolean
Flag of option value saving.
allowedDataSets
Type: SystemInt32
Maximum number of data sets allowed to be memorized.
See Also