QuantLib 0.3.11
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MultiVariate Struct Template Reference
#include <ql/MonteCarlo/mctraits.hpp>
Detailed Description
template<class rng_traits = PseudoRandom>
struct QuantLib::MultiVariate< rng_traits >
default Monte Carlo traits for multi-variate models
Public Types | |
| typedef MultiPath | path_type |
| typedef PathPricer< path_type > | path_pricer_type |
| typedef rng_traits::rsg_type | rsg_type |
|
typedef MultiPathGenerator< rsg_type > | path_generator_type |
