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>
Classes | |
class | MultiPathGenerator< GSG > |
Generates a multipath from a random number generator. More... | |
Namespaces | |
namespace | QuantLib |
Generates a multi path from a random-array generator.