MultiPathGenerator (3) Linux Manual Page

ql/methods/montecarlo/multipathgenerator.hpp – Generates a multi path from a random-array generator.

Synopsis

#include <ql/methods/montecarlo/multipath.hpp>
#include <ql/methods/montecarlo/sample.hpp>
#include <ql/stochasticprocess.hpp>

Classes

class MultiPathGenerator< GSG >
Generates a multipath from a random number generator.

Detailed Description

Generates a multi path from a random-array generator.

Author

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