Logo Search packages:      
Sourcecode: quantlib version File versions  Download package

Classes

montecarlomodel.hpp File Reference

General purpose Monte Carlo model. More...

#include <ql/MonteCarlo/mctraits.hpp>
#include <ql/Math/statistics.hpp>
#include <boost/shared_ptr.hpp>
Include dependency graph for montecarlomodel.hpp:
This graph shows which files directly or indirectly include this file:

Go to the source code of this file.

Classes

class  QuantLib::MonteCarloModel< mc_traits, stats_traits >
 General purpose Monte Carlo model for path samples. More...

Detailed Description

General purpose Monte Carlo model.

Definition in file montecarlomodel.hpp.


Generated by  Doxygen 1.6.0   Back to index