Monte Carlo framework

### A free/open-source library for quantitative finance

Classes
Monte Carlo framework

## Classes
class | LongstaffSchwartzMultiPathPricer
| Longstaff-Schwarz path pricer for early exercise options. More...
class | BrownianBridge
| Builds Wiener process paths using Gaussian variates. More...
class | EarlyExercisePathPricer< PathType, TimeType, ValueType >
| base class for early exercise path pricers More...
class | LongstaffSchwartzPathPricer< PathType >
| Longstaff-Schwarz path pricer for early exercise options. More...
class | MonteCarloModel< MC, RNG, S >
| General-purpose Monte Carlo model for path samples. More...
class | MultiPath
| Correlated multiple asset paths. More...
class | MultiPathGenerator< GSG >
| Generates a multipath from a random number generator. More...
class | Path
| single-factor random walk More...
class | PathGenerator< GSG >
| Generates random paths using a sequence generator. More...
class | PathPricer< PathType, ValueType >
| base class for path pricers More...
struct | Sample< T >
| weighted sample More...

## Detailed Description

This framework (corresponding to the ql/MonteCarlo directory) contains basic building blocks for Monte Carlo simulations.