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Sourcecode: quantlib version File versions

mctraits.hpp File Reference


Detailed Description

Monte Carlo policies.

Definition in file mctraits.hpp.

#include <ql/MonteCarlo/pathgenerator.hpp>
#include <ql/MonteCarlo/multipathgenerator.hpp>
#include <ql/MonteCarlo/pathpricer.hpp>
#include <ql/RandomNumbers/rngtraits.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

struct  QuantLib::MultiVariate< RNG >
 default Monte Carlo traits for multi-variate models More...
struct  QuantLib::SingleVariate< RNG >
 default Monte Carlo traits for single-variate models More...


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