SingleVariate< RNG > Struct Template Reference

default Monte Carlo traits for single-variate models More...

#include <mctraits.hpp>

Collaboration diagram for SingleVariate< RNG >:

Public Types
enum	{ allowsErrorEstimate = RNG::allowsErrorEstimate }
typedef RNG	rng_traits
typedef Path	path_type
typedef PathPricer< path_type >	path_pricer_type
typedef RNG::rsg_type	rsg_type
typedef PathGenerator< rsg_type >	path_generator_type

Detailed Description

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

default Monte Carlo traits for single-variate models

Definition at line 39 of file mctraits.hpp.

Member Typedef Documentation

rng_traits

typedef RNG rng_traits

Definition at line 40 of file mctraits.hpp.

path_type

typedef Path path_type

Definition at line 41 of file mctraits.hpp.

path_pricer_type

typedef PathPricer<path_type> path_pricer_type

Definition at line 42 of file mctraits.hpp.

rsg_type

typedef RNG::rsg_type rsg_type

Definition at line 43 of file mctraits.hpp.

path_generator_type

typedef PathGenerator<rsg_type> path_generator_type

Definition at line 44 of file mctraits.hpp.

Member Enumeration Documentation

anonymous enum

anonymous enum

Enumerator
allowsErrorEstimate

Definition at line 45 of file mctraits.hpp.