Package org.jquantlib.methods.montecarlo

Interface Summary

Interface	Description
Variate

Class Summary

Class	Description
BrownianBridge	Builds Wiener process paths using Gaussian variates
MonteCarloModel<MC extends Variate,RNG extends RandomNumberGenerator,S extends Statistics>	General-purpose Monte Carlo model for path samples
MultiVariate<RNG extends RandomNumberGenerator>
Path	Single-factor random walk
PathGenerator<RNG extends RandomNumberGenerator,GSG extends RandomSequenceGeneratorIntf>	Generates random paths using a sequence generator
PathPricer<PathType>	Base class for path pricers
Sample<T>	Weighted sample
SingleVariate<T,RNG extends RandomNumberGenerator,IC extends InverseCumulative>	Default Monte Carlo traits for single-variate models