MultiVariate< RNG > Struct Template Reference

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

Detailed Description

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

default Monte Carlo traits for multi-variate models