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 |