multipathgenerator.hpp File Reference

Generates a multi path from a random-array generator. More...

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

Go to the source code of this file.

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

Namespaces
namespace	QuantLib

Detailed Description

Generates a multi path from a random-array generator.

Definition in file multipathgenerator.hpp.