QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces
montecarlomodel.hpp File Reference

General-purpose Monte Carlo model. More...

#include <ql/math/statistics/statistics.hpp>
#include <ql/methods/montecarlo/mctraits.hpp>
#include <ql/shared_ptr.hpp>
#include <utility>

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Classes

class  MonteCarloModel< MC, RNG, S >
 General-purpose Monte Carlo model for path samples. More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

General-purpose Monte Carlo model.

Definition in file montecarlomodel.hpp.