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Sourcecode: quantlib version File versions

montecarlomodel.hpp File Reference


Detailed Description

General-purpose Monte Carlo model.

Definition in file montecarlomodel.hpp.

#include <ql/methods/montecarlo/mctraits.hpp>
#include <ql/math/statistics/statistics.hpp>
#include <boost/shared_ptr.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::MonteCarloModel< MC, RNG, S >
 General-purpose Monte Carlo model for path samples. More...


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