SingleVariate Struct Template Reference
#include <ql/methods/montecarlo/mctraits.hpp>
List of all members.
Detailed Description
template<class RNG = PseudoRandom>
struct QuantLib::SingleVariate< RNG >
default Monte Carlo traits for single-variate models
- Examples:
-
DiscreteHedging.cpp.
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Public Types |
| enum | { allowsErrorEstimate = RNG::allowsErrorEstimate
} |
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typedef RNG | rng_traits |
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typedef Path | path_type |
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typedef PathPricer< path_type > | path_pricer_type |
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typedef RNG::rsg_type | rsg_type |
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typedef PathGenerator< rsg_type > | path_generator_type |