[Quantlib-users] Where to get this pricing engine

[Daniel L. <dan...@gm...>]

Hi,

I posted a similar question elsewhere, however failed to generate
enough response.

I was looking at an article here -
https://quantlib.wordpress.com/2015/06/27/xva-for-bermudan-swaptions/#respond

There they mentioned a specific MC engine called
MakeMcGaussian1dNonstandardSwaptionEngine.

The use of this engine as it appears there -

boost::shared_ptr<PricingEngine> mcEngine =
     MakeMcGaussian1dNonstandardSwaptionEngine<>(gsrFixed)
          .withSteps(1) // the gsr model allows for large steps
          .withSamples(10000)
          .withSeed(42)
          .withCalibrationSamples(10000)
          .withProxy(true);

However I failed to find any such engine in the Quantlib repository.

Could you please help me to identify this engine?

Is it user created? In that case, how exactly should I create this
engine to price a typical swaption?

I really appreciate your help.

Many thanks for your time.