rsg_type (3) Linux Manual Page

QuantLib::SingleVariate – default Monte Carlo traits for single-variate models

Synopsis

enum { allowsErrorEstimate =  RNG::allowsErrorEstimate }



typedef RNG rng_traits



typedef Path path_type



typedef PathPricer< path_type > path_pricer_type



typedef RNG::rsg_type rsg_type



typedef PathGenerator< rsg_type > path_generator_type

Public Types

enum { allowsErrorEstimate =  RNG::allowsErrorEstimate }



typedef RNG rng_traits



typedef Path path_type



typedef PathPricer< path_type > path_pricer_type



typedef RNG::rsg_type rsg_type



typedef PathGenerator< rsg_type > path_generator_type

Detailed Description

template<class RNG = PseudoRandom> struct QuantLib::SingleVariate< RNG >

default Monte Carlo traits for single-variate models

Author

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