quant::heston::McParams Struct Reference

#include <heston.hpp>

Collaboration diagram for quant::heston::McParams:

Public Types
enum class	Scheme { Euler , QE }

Public Attributes
bool	antithetic {true}
Params	h
MarketParams	mkt
std::uint64_t	num_paths
int	num_steps
quant::rng::Mode	rng {quant::rng::Mode::Counter}
Scheme	scheme {Scheme::QE}
std::uint64_t	seed

Member Enumeration Documentation

Scheme

enum class quant::heston::McParams::Scheme

strong

Enumerator
Euler
QE

Member Data Documentation

antithetic

bool quant::heston::McParams::antithetic {true}

h

Params quant::heston::McParams::h

mkt

MarketParams quant::heston::McParams::mkt

num_paths

std::uint64_t quant::heston::McParams::num_paths

num_steps

int quant::heston::McParams::num_steps

rng

quant::rng::Mode quant::heston::McParams::rng {quant::rng::Mode::Counter}

scheme

Scheme quant::heston::McParams::scheme {Scheme::QE}

seed

std::uint64_t quant::heston::McParams::seed

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The documentation for this struct was generated from the following file:

• include/quant/heston.hpp