ql/methods/montecarlo/multipathgenerator.hpp File Reference
Detailed Description
Generates a multi path from a random-array generator.
#include <ql/stochasticprocess.hpp>
#include <ql/methods/montecarlo/multipath.hpp>
#include <ql/methods/montecarlo/sample.hpp>
Include dependency graph for multipathgenerator.hpp:

Namespaces | |
namespace | QuantLib |
Classes | |
class | MultiPathGenerator |
Generates a multipath from a random number generator. More... |