25#ifndef quantlib_mc_traits_hpp
26#define quantlib_mc_traits_hpp
38 template <
class RNG = PseudoRandom>
49 template <
class RNG = PseudoRandom>
Generates a multipath from a random number generator.
Correlated multiple asset paths.
Generates random paths using a sequence generator.
single-factor random walk
base class for path pricers
Generates a multi path from a random-array generator.
Generates random paths using a sequence generator.
base class for single-path pricers
random-number generation policies
default Monte Carlo traits for multi-variate models
MultiPathGenerator< rsg_type > path_generator_type
PathPricer< path_type > path_pricer_type
default Monte Carlo traits for single-variate models
PathGenerator< rsg_type > path_generator_type
PathPricer< path_type > path_pricer_type