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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

 Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <quantlib-dev@lists.sf.net>. The license is also available online at

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.

/*! \file mctraits.hpp
    \brief Monte Carlo policies

#ifndef quantlib_mc_traits_h
#define quantlib_mc_traits_h

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

namespace QuantLib {

    // path generation and pricing traits

    template <class rng_traits = PseudoRandom>
    struct SingleAsset {
        typedef Path path_type;
        typedef PathPricer<Path> path_pricer_type;
        typedef typename rng_traits::rsg_type rsg_type;
        typedef PathGenerator<rsg_type> path_generator_type;

    template <class rng_traits = PseudoRandom>
    struct MultiAsset {
        typedef MultiPath path_type;
        typedef PathPricer<MultiPath> path_pricer_type;
        typedef typename rng_traits::rsg_type rsg_type;
        typedef MultiPathGenerator<rsg_type> path_generator_type;



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