ql/methods/montecarlo/multipathgenerator.hpp File Reference

Generates a multi path from a random-array generator. More...

#include <ql/methods/montecarlo/multipath.hpp>
#include <ql/methods/montecarlo/sample.hpp>
#include <ql/stochasticprocess.hpp>
Include dependency graph for multipathgenerator.hpp:

Classes

class  MultiPathGenerator< GSG >
 Generates a multipath from a random number generator. More...

Detailed Description

Generates a multi path from a random-array generator.