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multipathgenerator.hpp
Langue: en
Version: 375888 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/methods/montecarlo/multipathgenerator.hpp -Generates a multi path from a random-array generator.
SYNOPSIS
#include <ql/methods/montecarlo/multipath.hpp>
#include <ql/methods/montecarlo/sample.hpp>
#include <ql/stochasticprocess.hpp>
Classes
class MultiPathGenerator< GSG >
Generates a multipath from a random number generator.
Detailed Description
Generates a multi path from a random-array generator.
Author
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