PathGenerator Class Template Reference#include <pathgenerator.hpp>
List of all members.
Detailed Description
template<class SG>
class QuantLib::MonteCarlo::PathGenerator< SG >
Generates random paths using a sequence generator.
Generates random paths with drift(S,t) and variance(S,t) using a sequence generator
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Public Types |
typedef Sample< Path > | sample_type |
Public Member Functions |
| PathGenerator (const Handle< DiffusionProcess > &diffProcess, Time length, Size timeSteps, const SG &generator) |
| PathGenerator (const Handle< DiffusionProcess > &diffProcess, const TimeGrid &timeGrid, const SG &generator) |
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const sample_type & | next () const |
const sample_type & | antithetic () const |
Size | size () const |
const TimeGrid & | timeGrid () const |
The documentation for this class was generated from the following file:
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