mcpricer.hpp

Langue: en

Version: 156805 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/legacy/pricers/mcpricer.hpp - base class for Monte Carlo pricers

SYNOPSIS


#include <ql/methods/montecarlo/montecarlomodel.hpp>

Classes


class McPricer< MC, RNG, S >
base class for Monte Carlo pricers

Detailed Description

base class for Monte Carlo pricers

Author

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