Public Member Functions | |
MultiPathVariateGeneratorMersenneTwister (const Size dimension, const Size timeSteps, BigNatural seed=0, bool antitheticSampling=false) | |
void | reset () override |
Public Member Functions inherited from MultiPathVariateGeneratorBase | |
MultiPathVariateGeneratorBase (const Size dimension, const Size timeSteps) | |
virtual Sample< std::vector< Array > > | next () const |
Additional Inherited Members | |
Protected Attributes inherited from MultiPathVariateGeneratorBase | |
Size | dimension_ |
Size | timeSteps_ |