ql/MonteCarlo/mctypedefs.hpp File Reference
Detailed Description
Default choices for template instantiations.
#include <ql/MonteCarlo/montecarlomodel.hpp>
Include dependency graph for mctypedefs.hpp:

Namespaces | |
namespace | QuantLib |
Typedefs | |
typedef MonteCarloModel< SingleVariate< PseudoRandom > > | QuantLib::OneFactorMonteCarloOption |
default choice for one-factor Monte Carlo model. | |
typedef MonteCarloModel< MultiVariate< PseudoRandom > > | QuantLib::MultiFactorMonteCarloOption |
default choice for multi-factor Monte Carlo model. |