QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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default Monte Carlo traits for single-variate models More...
#include <mctraits.hpp>
Public Types | |
enum | { allowsErrorEstimate = RNG::allowsErrorEstimate } |
typedef RNG | rng_traits |
typedef Path | path_type |
typedef PathPricer< path_type > | path_pricer_type |
typedef RNG::rsg_type | rsg_type |
typedef PathGenerator< rsg_type > | path_generator_type |
default Monte Carlo traits for single-variate models
Definition at line 39 of file mctraits.hpp.
typedef RNG rng_traits |
Definition at line 40 of file mctraits.hpp.
Definition at line 41 of file mctraits.hpp.
typedef PathPricer<path_type> path_pricer_type |
Definition at line 42 of file mctraits.hpp.
typedef RNG::rsg_type rsg_type |
Definition at line 43 of file mctraits.hpp.
typedef PathGenerator<rsg_type> path_generator_type |
Definition at line 44 of file mctraits.hpp.
anonymous enum |
Enumerator | |
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allowsErrorEstimate |
Definition at line 45 of file mctraits.hpp.