QuantLib 0.3.3
User manual
Introduction to QuantLib
QuantLib components
Reference manual
|
PathGenerator_old Class Template Reference#include <pathgenerator.hpp>
List of all members.
Detailed Description
template<class RNG>
class QuantLib::MonteCarlo::PathGenerator_old< RNG >
Generates random paths from a random number generator.
- Deprecated:
- use PathGenerator instead
|
Public Types |
typedef Sample< Path > | sample_type |
Public Member Functions |
| PathGenerator_old (double drift, double variance, Time length, Size timeSteps, long seed=0) |
| PathGenerator_old (double drift, double variance, const TimeGrid ×, long seed=0) |
| PathGenerator_old (const std::vector< double > &drift, const std::vector< double > &variance, const TimeGrid ×, long seed=0) |
|
const sample_type & | next () const |
const sample_type & | antithetic () const |
Size | size () const |
Constructor & Destructor Documentation
|
- Warning:
- the initial time is assumed to be zero and must not be included in the passed vector
|
The documentation for this class was generated from the following file:
|