mctraits.hpp File Reference

Monte Carlo policies. More...

#include <ql/methods/montecarlo/pathgenerator.hpp>
#include <ql/methods/montecarlo/multipathgenerator.hpp>
#include <ql/methods/montecarlo/pathpricer.hpp>
#include <ql/math/randomnumbers/rngtraits.hpp>

Go to the source code of this file.

Classes
struct	SingleVariate< RNG >
	default Monte Carlo traits for single-variate models More...
struct	MultiVariate< RNG >
	default Monte Carlo traits for multi-variate models More...

Namespaces
namespace	QuantLib

Detailed Description

Monte Carlo policies.

Definition in file mctraits.hpp.