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mctraits.hpp
Langue: en
Version: 151998 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/methods/montecarlo/mctraits.hpp - Monte Carlo policies.SYNOPSIS
#include <ql/methods/montecarlo/pathgenerator.hpp>
#include <ql/methods/montecarlo/multipathgenerator.hpp>
#include <ql/methods/montecarlo/pathpricer.hpp>
#include <ql/math/randomnumbers/rngtraits.hpp>
Classes
struct SingleVariate< RNG >
default Monte Carlo traits for single-variate models
struct MultiVariate< RNG >
default Monte Carlo traits for multi-variate models
Detailed Description
Monte Carlo policies.
Author
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