Module quantmath::models[][src]

Modules

blackdiffusion

Structs

MonteCarloTimeline

Timeline, which collects the information about an instrument that a model needs to generate paths for valuing it.

Traits

MonteCarloModel

Interface that must be implemented by a model in order to support Monte-Carlo pricing.

MonteCarloModelClone
MonteCarloModelFactory

Interface that must be implemented by a model factory in order to support Monte-Carlo pricing.

Functions

get_registry

Return the type registry required for deserialization.

Type Definitions

RcMonteCarloModelFactory
TypeRegistry