QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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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>
Go to the source code of this file.
Classes | |
class | MonteCarloModel< MC, RNG, S > |
General-purpose Monte Carlo model for path samples. More... | |
Namespaces | |
namespace | QuantLib |
General-purpose Monte Carlo model.
Definition in file montecarlomodel.hpp.