mctraits.hpp File Reference

Monte Carlo policies. More...

Include dependency graph for mctraits.hpp:

Classes

struct  SingleVariate< RNG >
 default Monte Carlo traits for single-variate models More...
 
struct  MultiVariate< RNG >
 default Monte Carlo traits for multi-variate models More...
 

Namespaces

 QuantLib
 

Detailed Description

Monte Carlo policies.