- 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