QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Types | List of all members
SingleVariate< RNG > Struct Template Reference

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

#include <mctraits.hpp>

+ Collaboration diagram for SingleVariate< RNG >:

Public Types

enum  { allowsErrorEstimate = RNG::allowsErrorEstimate }
 
typedef RNG rng_traits
 
typedef Path path_type
 
typedef PathPricer< path_typepath_pricer_type
 
typedef RNG::rsg_type rsg_type
 
typedef PathGenerator< rsg_typepath_generator_type
 

Detailed Description

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

default Monte Carlo traits for single-variate models

Definition at line 39 of file mctraits.hpp.

Member Typedef Documentation

◆ rng_traits

typedef RNG rng_traits

Definition at line 40 of file mctraits.hpp.

◆ path_type

typedef Path path_type

Definition at line 41 of file mctraits.hpp.

◆ path_pricer_type

Definition at line 42 of file mctraits.hpp.

◆ rsg_type

typedef RNG::rsg_type rsg_type

Definition at line 43 of file mctraits.hpp.

◆ path_generator_type

Definition at line 44 of file mctraits.hpp.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum
Enumerator
allowsErrorEstimate 

Definition at line 45 of file mctraits.hpp.