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<h1>Monte Carlo framework</h1><hr><a name="_details"></a><h2>Detailed Description</h2>
This framework (corresponding to the ql/MonteCarlo directory) contains basic building blocks for Monte Carlo simulations.
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<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_brownian_bridge.html">BrownianBridge</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Builds Wiener process paths using Gaussian variates. <a href="class_quant_lib_1_1_brownian_bridge.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_early_exercise_path_pricer.html">EarlyExercisePathPricer</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">base class for early exercise path pricers <a href="class_quant_lib_1_1_early_exercise_path_pricer.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_longstaff_schwartz_path_pricer.html">LongstaffSchwartzPathPricer</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Longstaff-Schwarz path pricer for early exercise options. <a href="class_quant_lib_1_1_longstaff_schwartz_path_pricer.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_monte_carlo_model.html">MonteCarloModel</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">General-purpose Monte Carlo model for path samples. <a href="class_quant_lib_1_1_monte_carlo_model.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_multi_path.html">MultiPath</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Correlated multiple asset paths. <a href="class_quant_lib_1_1_multi_path.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_multi_path_generator.html">MultiPathGenerator</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Generates a multipath from a random number generator. <a href="class_quant_lib_1_1_multi_path_generator.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_path.html">Path</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">single-factor random walk <a href="class_quant_lib_1_1_path.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_path_generator.html">PathGenerator</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Generates random paths using a sequence generator. <a href="class_quant_lib_1_1_path_generator.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_path_pricer.html">PathPricer</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">base class for path pricers <a href="class_quant_lib_1_1_path_pricer.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">struct </td><td class="memItemRight" valign="bottom"><a class="el" href="struct_quant_lib_1_1_sample.html">Sample</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">weighted sample <a href="struct_quant_lib_1_1_sample.html#_details">More...</a><br></td></tr>
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