MultiVariate Struct Template Reference

#include <ql/methods/montecarlo/mctraits.hpp>

List of all members.


Detailed Description

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

default Monte Carlo traits for multi-variate models


Public Types

enum  { allowsErrorEstimate = RNG::allowsErrorEstimate }
typedef RNG rng_traits
typedef MultiPath path_type
typedef PathPricer< path_typepath_pricer_type
typedef RNG::rsg_type rsg_type
typedef MultiPathGenerator<
rsg_type > 
path_generator_type