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montecarlomodel.hpp
Langue: en
Version: 381926 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/methods/montecarlo/montecarlomodel.hpp -General-purpose Monte Carlo model.
SYNOPSIS
#include <ql/methods/montecarlo/mctraits.hpp>
#include <ql/math/statistics/statistics.hpp>
#include <boost/shared_ptr.hpp>
Classes
class MonteCarloModel< MC, RNG, S >
General-purpose Monte Carlo model for path samples.
Detailed Description
General-purpose Monte Carlo model.
Author
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