MonteCarloModel (3) Linux Manual Page

ql/methods/montecarlo/montecarlomodel.hpp – General-purpose Monte Carlo model.

Synopsis

#include <ql/methods/montecarlo/mctraits.hpp>
#include <ql/math/statistics/statistics.hpp>
#include <boost/shared_ptr.hpp>

Classes

class MonteCarloModel< MC, RNG, S >
General-purpose Monte Carlo model for path samples.

Detailed Description

General-purpose Monte Carlo model.

Author

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