ql/methods/montecarlo/montecarlomodel.hpp File Reference


Detailed Description

General-purpose Monte Carlo model.

#include <ql/methods/montecarlo/mctraits.hpp>
#include <ql/math/statistics/statistics.hpp>
#include <boost/shared_ptr.hpp>

Include dependency graph for montecarlomodel.hpp:


Namespaces

namespace  QuantLib

Classes

class  MonteCarloModel
 General-purpose Monte Carlo model for path samples. More...