QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
Loading...
Searching...
No Matches
Classes | Namespaces
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 <utility>

Go to the source code of this file.

Classes

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

Namespaces

namespace  QuantLib
 

Detailed Description

Generates a multi path from a random-array generator.

Definition in file multipathgenerator.hpp.