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Sourcecode: quantlib version File versions

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

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

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


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