ql/methods/montecarlo/mctraits.hpp File Reference


Detailed Description

Monte Carlo policies.

#include <ql/methods/montecarlo/pathgenerator.hpp>
#include <ql/methods/montecarlo/multipathgenerator.hpp>
#include <ql/methods/montecarlo/pathpricer.hpp>
#include <ql/math/randomnumbers/rngtraits.hpp>

Include dependency graph for mctraits.hpp:


Namespaces

namespace  QuantLib

Classes

struct  SingleVariate
 default Monte Carlo traits for single-variate models More...
struct  MultiVariate
 default Monte Carlo traits for multi-variate models More...