mctraits (3) Linux Manual Page
ql/methods/montecarlo/mctraits.hpp – Monte Carlo policies.
Synopsis
#include <ql/methods/montecarlo/pathgenerator.hpp>#include <ql/methods/montecarlo/multipathgenerator.hpp>
#include <ql/methods/montecarlo/pathpricer.hpp>
#include <ql/math/randomnumbers/rngtraits.hpp>
Classes
struct SingleVariate< RNG >default Monte Carlo traits for single-variate models
struct MultiVariate< RNG >
default Monte Carlo traits for multi-variate models