path.hpp

Langue: en

Autres versions - même langue

Version: 381657 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/methods/montecarlo/path.hpp -

single factor random walk

SYNOPSIS


#include <ql/timegrid.hpp>
#include <ql/math/array.hpp>

Classes


class Path
single-factor random walk

Detailed Description

single factor random walk

Author

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