mcsimulation.hpp

Langue: en

Autres versions - même langue

Version: 373955 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

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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