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