MultiVariate< RNG > Struct Template Reference

default Monte Carlo traits for multi-variate models More...

#include <ql/methods/montecarlo/mctraits.hpp>

Collaboration diagram for MultiVariate< RNG >:

Public Types
enum	{ allowsErrorEstimate = RNG::allowsErrorEstimate }
typedef RNG	rng_traits
typedef MultiPath	path_type
typedef PathPricer< path_type >	path_pricer_type
typedef RNG::rsg_type	rsg_type
typedef MultiPathGenerator< rsg_type >	path_generator_type

Detailed Description

template<class RNG = PseudoRandom>
struct QuantLib::MultiVariate< RNG >

default Monte Carlo traits for multi-variate models

Definition at line 50 of file mctraits.hpp.

Member Typedef Documentation

rng_traits

typedef RNG rng_traits

Definition at line 51 of file mctraits.hpp.

path_type

typedef MultiPath path_type

Definition at line 52 of file mctraits.hpp.

path_pricer_type

typedef PathPricer<path_type> path_pricer_type

Definition at line 53 of file mctraits.hpp.

rsg_type

typedef RNG::rsg_type rsg_type

Definition at line 54 of file mctraits.hpp.

path_generator_type

typedef MultiPathGenerator<rsg_type> path_generator_type

Definition at line 55 of file mctraits.hpp.

Member Enumeration Documentation

anonymous enum

anonymous enum

Enumerator
allowsErrorEstimate

Definition at line 56 of file mctraits.hpp.