ql/MonteCarlo/multipathgenerator.hpp File Reference


Detailed Description

Generates a multi path from a random-array generator.

#include <ql/stochasticprocess.hpp>
#include <ql/Processes/stochasticprocessarray.hpp>
#include <ql/MonteCarlo/multipath.hpp>
#include <ql/MonteCarlo/sample.hpp>
#include <ql/Math/pseudosqrt.hpp>

Include dependency graph for multipathgenerator.hpp:


Namespaces

namespace  QuantLib

Classes

class  MultiPathGenerator
 Generates a multipath from a random number generator. More...