MultiVariate Struct Template Reference
#include <ql/MonteCarlo/mctraits.hpp>
Detailed Description
template<class RNG = PseudoRandom>
struct QuantLib::MultiVariate< RNG >
default Monte Carlo traits for multi-variate models
Public Types | |
| enum | { allowsErrorEstimate = RNG::allowsErrorEstimate } |
| typedef RNG | rng_traits |
| typedef MultiPath | path_type |
| typedef PathPricer< path_type > | path_pricer_type |
| typedef RNG::rsg_type | rsg_type |
|
typedef MultiPathGenerator< rsg_type > | path_generator_type |