AmcModel Class Reference

#include <ored/scripting/models/amcmodel.hpp>

Inheritance diagram for AmcModel:

Collaboration diagram for AmcModel:

Public Member Functions
virtual	~AmcModel ()
virtual void	injectPaths (const std::vector< QuantLib::Real > *pathTimes, const std::vector< std::vector< QuantExt::RandomVariable > > *variates, const std::vector< size_t > *pathIndexes, const std::vector< size_t > *timeIndexes)=0

Detailed Description

Definition at line 31 of file amcmodel.hpp.

Constructor & Destructor Documentation

~AmcModel()

virtual ~AmcModel ( )

virtual

Definition at line 33 of file amcmodel.hpp.

{}

Member Function Documentation

injectPaths()

virtual void injectPaths ( const std::vector< QuantLib::Real > *  pathTimes, const std::vector< std::vector< QuantExt::RandomVariable > > *  variates, const std::vector< size_t > *  pathIndexes, const std::vector< size_t > *  timeIndexes  )

pure virtual

Implemented in GaussianCam.