SingleVariate Struct Template Reference

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

List of all members.


Detailed Description

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

default Monte Carlo traits for single-variate models
Examples:

DiscreteHedging.cpp.


Public Types

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