QuantLib_SingleVariate man page

SingleVariate< RNG > — default Monte Carlo traits for single-variate models  

Synopsis

#include <ql/methods/montecarlo/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

Detailed Description

template<class RNG = PseudoRandom>

struct QuantLib::SingleVariate< RNG >" default Monte Carlo traits for single-variate models

Author

Generated automatically by Doxygen for QuantLib from the source code.

Info

Fri Feb 10 2017 Version 1.9.1 QuantLib