multipath.hpp

Langue: en

Autres versions - même langue

Version: 378884 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/methods/montecarlo/multipath.hpp -

Correlated multiple asset paths.

SYNOPSIS


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

Classes


class MultiPath
Correlated multiple asset paths.

Detailed Description

Correlated multiple asset paths.

Author

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