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