ql/methods/montecarlo/mctraits.hpp File Reference
Monte Carlo policies. More...
#include <ql/methods/montecarlo/pathgenerator.hpp>
#include <ql/methods/montecarlo/multipathgenerator.hpp>
#include <ql/methods/montecarlo/pathpricer.hpp>
#include <ql/math/randomnumbers/rngtraits.hpp>
Include dependency graph for mctraits.hpp:

Classes | |
| struct | SingleVariate |
| default Monte Carlo traits for single-variate models More... | |
| struct | MultiVariate |
| default Monte Carlo traits for multi-variate models More... | |
Detailed Description
Monte Carlo policies.