org.jquantlib.pricingengines

Class MCSimulation<MC extends Variate,RNG extends RandomNumberGenerator,S extends Statistics>

java.lang.Object

org.jquantlib.pricingengines.MCSimulation<MC,RNG,S>

public class MCSimulation<MC extends Variate,RNG extends RandomNumberGenerator,S extends Statistics>
extends java.lang.Object

Base class for Monte Carlo engines

Eventually this class might offer greeks methods. Deriving a class from McSimulation gives an easy way to write a Monte Carlo engine.

Constructor Summary

Constructors

Constructor and Description
MCSimulation()

Method Summary

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

MCSimulation

public MCSimulation()