ql/MonteCarlo/mctypedefs.hpp File Reference


Detailed Description

Default choices for template instantiations.

#include <ql/MonteCarlo/montecarlomodel.hpp>

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Namespaces

namespace  QuantLib

Typedefs

typedef MonteCarloModel< SingleAsset<
PseudoRandom > > 
OneFactorMonteCarloOption
 default choice for one-factor Monte Carlo model.
typedef MonteCarloModel< MultiAsset<
PseudoRandom > > 
MultiFactorMonteCarloOption
 default choice for multi-factor Monte Carlo model.

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