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MultiVariate Struct Template Reference#include <ql/MonteCarlo/mctraits.hpp>
Detailed Descriptiontemplate<class rng_traits = PseudoRandom>
default Monte Carlo traits for multi-variate models
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Public Types | |
typedef MultiPath | path_type |
typedef PathPricer< path_type > | path_pricer_type |
typedef rng_traits::rsg_type | rsg_type |
typedef MultiPathGenerator< rsg_type > | path_generator_type |
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