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

Correlated multiple asset paths. More...

#include <ql/methods/montecarlo/path.hpp>
#include <utility>

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Classes

class  MultiPath
 Correlated multiple asset paths. More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

Correlated multiple asset paths.

Definition in file multipath.hpp.