- QuantLib
- MultiVariate
default Monte Carlo traits for multi-variate models More...
#include <ql/methods/montecarlo/mctraits.hpp>
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 |
default Monte Carlo traits for multi-variate models