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mcsimulation.hpp
Langue: en
Version: 373955 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/pricingengines/mcsimulation.hpp -framework for Monte Carlo engines
SYNOPSIS
#include <ql/grid.hpp>
#include <ql/methods/montecarlo/montecarlomodel.hpp>
Classes
class McSimulation< MC, RNG, S >
base class for Monte Carlo engines
Detailed Description
framework for Monte Carlo engines
Author
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