quant::multi::BasketMcParams Struct Reference

#include <multi.hpp>

Public Attributes
bool	antithetic {true}
std::vector< double >	corr
std::vector< double >	dividends
std::uint64_t	num_paths
double	rate
std::uint64_t	seed
std::vector< double >	spots
double	strike
double	time
std::vector< double >	vols
std::vector< double >	weights

Member Data Documentation

antithetic

bool quant::multi::BasketMcParams::antithetic {true}

corr

std::vector<double> quant::multi::BasketMcParams::corr

dividends

std::vector<double> quant::multi::BasketMcParams::dividends

num_paths

std::uint64_t quant::multi::BasketMcParams::num_paths

rate

double quant::multi::BasketMcParams::rate

seed

std::uint64_t quant::multi::BasketMcParams::seed

spots

std::vector<double> quant::multi::BasketMcParams::spots

strike

double quant::multi::BasketMcParams::strike

time

double quant::multi::BasketMcParams::time

vols

std::vector<double> quant::multi::BasketMcParams::vols

weights

std::vector<double> quant::multi::BasketMcParams::weights

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

• include/quant/multi.hpp