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Sourcecode: quantlib version File versions

mctypedefs.hpp File Reference


Detailed Description

Default choices for template instantiations.

Definition in file mctypedefs.hpp.

#include <ql/MonteCarlo/montecarlomodel.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Typedefs

typedef MonteCarloModel
< MultiVariate< PseudoRandom > > 
QuantLib::MultiFactorMonteCarloOption
 default choice for multi-factor Monte Carlo model.
typedef MonteCarloModel
< SingleVariate< PseudoRandom > > 
QuantLib::OneFactorMonteCarloOption
 default choice for one-factor Monte Carlo model.


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