QuantLib: MultiVariate Struct Template Reference

### A free/open-source library for quantitative finance

# MultiVariate Struct Template Reference

`#include <ql/methods/montecarlo/mctraits.hpp>`

List of all members.

## Detailed Description

### template<class RNG = PseudoRandom>
struct QuantLib::MultiVariate< RNG >

default Monte Carlo traits for multi-variate models

## Public Types
enum | { allowsErrorEstimate = RNG::allowsErrorEstimate }
typedef RNG | rng_traits
typedef MultiPath | path_type
typedef PathPricer< path_type > | path_pricer_type
typedef RNG::rsg_type | rsg_type
typedef MultiPathGenerator < rsg_type > | path_generator_type