path_type (3) - Linux Manuals

path_type: default Monte Carlo traits for single-variate models

NAME

QuantLib::SingleVariate - default Monte Carlo traits for single-variate models

SYNOPSIS

#include <ql/methods/montecarlo/mctraits.hpp>

Public Types

enum { allowsErrorEstimate = RNG::allowsErrorEstimate }

typedef RNG rng_traits

typedef Path path_type

typedef PathPricer< path_type > path_pricer_type

typedef RNG::rsg_type rsg_type

typedef PathGenerator< rsg_type > path_generator_type

Detailed Description

template<class RNG = PseudoRandom> struct QuantLib::SingleVariate< RNG >

Author

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