ql/methods/montecarlo/mctraits.hpp File Reference

Monte Carlo policies. More...

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

Include dependency graph for mctraits.hpp:


Classes

struct  SingleVariate
 default Monte Carlo traits for single-variate models More...
struct  MultiVariate
 default Monte Carlo traits for multi-variate models More...

Detailed Description

Monte Carlo policies.