montecarlomodel.hpp File Reference

General-purpose Monte Carlo model. More...

#include <ql/methods/montecarlo/mctraits.hpp>
#include <ql/math/statistics/statistics.hpp>
#include <boost/shared_ptr.hpp>
Include dependency graph for montecarlomodel.hpp:

Classes

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

Namespaces

 QuantLib
 

Detailed Description

General-purpose Monte Carlo model.