QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
|
Isotropic random walk. More...
#include <ql/math/array.hpp>
#include <ql/math/randomnumbers/mt19937uniformrng.hpp>
#include <ql/mathconstants.hpp>
#include <utility>
Go to the source code of this file.
Classes | |
class | IsotropicRandomWalk< Distribution, Engine > |
Isotropic random walk. More... | |
Namespaces | |
namespace | QuantLib |
Isotropic random walk.
Definition in file isotropicrandomwalk.hpp.