SingleVariate Struct Template Reference
#include <ql/methods/montecarlo/mctraits.hpp>
Detailed Description
template<class RNG = PseudoRandom>
struct QuantLib::SingleVariate< RNG >
default Monte Carlo traits for single-variate models - Examples:
Public Types | |
enum | { allowsErrorEstimate = RNG::allowsErrorEstimate } |
typedef RNG | rng_traits |
typedef Path | path_type |
typedef PathPricer< path_type > | path_pricer_type |
typedef RNG::rsg_type | rsg_type |
typedef PathGenerator< rsg_type > | path_generator_type |