QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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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 <utility>
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Classes | |
class | MultiPathGenerator< GSG > |
Generates a multipath from a random number generator. More... | |
Namespaces | |
namespace | QuantLib |
Generates a multi path from a random-array generator.
Definition in file multipathgenerator.hpp.