mctraits.hpp

Langue: en

Autres versions - même langue

Version: 373543 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/methods/montecarlo/mctraits.hpp -

Monte Carlo policies.

SYNOPSIS


#include <ql/methods/montecarlo/pathgenerator.hpp>
#include <ql/methods/montecarlo/multipathgenerator.hpp>
#include <ql/methods/montecarlo/pathpricer.hpp>
#include <ql/math/randomnumbers/rngtraits.hpp>

Classes


struct SingleVariate< RNG >
default Monte Carlo traits for single-variate models
struct MultiVariate< RNG >
default Monte Carlo traits for multi-variate models

Detailed Description

Monte Carlo policies.

Author

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