QuantLib: MultiVariate< RNG > Struct Template Reference

A free/open-source library for quantitative finance Reference manual - version 1.20

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MultiVariate< RNG > Struct Template Reference

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

`#include <ql/methods/montecarlo/mctraits.hpp>`

## Public Types
enum | { allowsErrorEstimate = RNG::allowsErrorEstimate }
typedef RNG | rng_traits
typedef MultiPath | path_type
typedef PathPricer< path_type > | path_pricer_type
typedef RNG::rsg_type | rsg_type
typedef MultiPathGenerator< rsg_type > | path_generator_type

## Detailed Description

### template<class RNG = PseudoRandom>
struct QuantLib::MultiVariate< RNG >

default Monte Carlo traits for multi-variate models