quant-pricer-cpp
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quant::mc::McStatistic Struct Reference

Summary of a Monte Carlo estimator (mean, standard error, 95% CI) More...

#include <mc.hpp>

Public Attributes

double ci_high
 
double ci_low
 
double std_error
 
double value
 

Detailed Description

Summary of a Monte Carlo estimator (mean, standard error, 95% CI)

Member Data Documentation

◆ ci_high

double quant::mc::McStatistic::ci_high

◆ ci_low

double quant::mc::McStatistic::ci_low

◆ std_error

double quant::mc::McStatistic::std_error

◆ value

double quant::mc::McStatistic::value

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