QuantLib_MultiVariate man page

MultiVariate< RNG > — default Monte Carlo traits for multi-variate models  

Synopsis

#include <ql/methods/montecarlo/mctraits.hpp>

Public Types

enum { allowsErrorEstimate = RNG::allowsErrorEstimate }
typedef RNG rng_traits
typedef MultiPath path_type
typedef PathPricer< path_type > path_pricer_type
typedef RNG::rsg_type rsg_type
typedef MultiPathGenerator< rsg_type > path_generator_type

Detailed Description

template<class RNG = PseudoRandom>

struct QuantLib::MultiVariate< RNG >" default Monte Carlo traits for multi-variate models

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

The man page rsg_type(3) is an alias of QuantLib_MultiVariate(3).

Fri Sep 1 2017 Version 1.10.1 QuantLib