PathGenerator_old Class Template Reference

#include <ql/MonteCarlo/pathgenerator.hpp>

List of all members.


Detailed Description

template<class RNG>
class QuantLib::PathGenerator_old< RNG >

Generates random paths from a random number generator.

Deprecated:
use PathGenerator instead


Public Types

typedef Sample< Pathsample_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 &times, long seed=0)
 PathGenerator_old (const std::vector< double > &drift, const std::vector< double > &variance, const TimeGrid &times, long seed=0)
inspectors
const sample_type & next () const
const sample_type & antithetic () const
Size size () const


Constructor & Destructor Documentation

PathGenerator_old double  drift,
double  variance,
const TimeGrid times,
long  seed = 0
 

Warning:
the initial time is assumed to be zero and must not be included in the passed vector


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