line::ssa::MlmcOptions Struct Reference

#include <line/solvers/ssa/ssa_mlmc.h>

Collaboration diagram for line::ssa::MlmcOptions:

Public Attributes
std::vector< double >	absTol {0.1}
double	confidenceLevel =0.95
int	levels =3
int	baseSteps =4
int	refinementFactor =2
int	pilotPaths =64
int	minPaths =64
int	maxPaths =1000000
int	maxEvents =1000000
unsigned long	seed =23000

Detailed Description

Definition at line 23 of file ssa_mlmc.h.

Member Data Documentation

absTol

std::vector<double> line::ssa::MlmcOptions::absTol {0.1}

Definition at line 24 of file ssa_mlmc.h.

baseSteps

int line::ssa::MlmcOptions::baseSteps =4

Definition at line 26 of file ssa_mlmc.h.

confidenceLevel

double line::ssa::MlmcOptions::confidenceLevel =0.95

Definition at line 25 of file ssa_mlmc.h.

levels

int line::ssa::MlmcOptions::levels =3

Definition at line 26 of file ssa_mlmc.h.

maxEvents

int line::ssa::MlmcOptions::maxEvents =1000000

Definition at line 27 of file ssa_mlmc.h.

maxPaths

int line::ssa::MlmcOptions::maxPaths =1000000

Definition at line 27 of file ssa_mlmc.h.

minPaths

int line::ssa::MlmcOptions::minPaths =64

Definition at line 26 of file ssa_mlmc.h.

pilotPaths

int line::ssa::MlmcOptions::pilotPaths =64

Definition at line 26 of file ssa_mlmc.h.

refinementFactor

int line::ssa::MlmcOptions::refinementFactor =2

Definition at line 26 of file ssa_mlmc.h.

seed

unsigned long line::ssa::MlmcOptions::seed =23000

Definition at line 28 of file ssa_mlmc.h.

---

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

• include/line/solvers/ssa/ssa_mlmc.h