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multipathgenerator.hpp File Reference

Detailed Description

Generates a multi path from a random-array generator.

Definition in file multipathgenerator.hpp.

#include <ql/stochasticprocess.hpp>
#include <ql/Processes/stochasticprocessarray.hpp>
#include <ql/MonteCarlo/multipath.hpp>
#include <ql/MonteCarlo/sample.hpp>
#include <ql/Math/pseudosqrt.hpp>

Go to the source code of this file.


namespace  QuantLib


class  QuantLib::MultiPathGenerator< GSG >
 Generates a multipath from a random number generator. More...

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