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Module MultiVariate

default Monte Carlo traits for multi-variate models

Index

Type aliases

Variables

Type aliases

path_generator_type

path_generator_type: MultiPathGenerator

path_pricer_type

path_pricer_type: PathPricer<path_type>

path_type

path_type: MultiPath

rng_traits

rng_traits: PseudoRandom

rsg_type

rsg_type: rsg_type

Variables

Const allowsErrorEstimate

allowsErrorEstimate: boolean = PseudoRandom.allowsErrorEstimate