MultiVariate Struct Template Reference

#include <ql/MonteCarlo/mctraits.hpp>

List of all members.


Detailed Description

template<class rng_traits = PseudoRandom>
struct QuantLib::MultiVariate< rng_traits >

default Monte Carlo traits for multi-variate models


Public Types

typedef MultiPath path_type
typedef PathPricer< path_typepath_pricer_type
typedef rng_traits::rsg_type rsg_type
typedef MultiPathGenerator<
rsg_type > 
path_generator_type


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