Public Member Functions | |
MultiPathVariateGeneratorSobolBrownianBridge (const Size dimension, const Size timeSteps, SobolBrownianGenerator::Ordering ordering=SobolBrownianGenerator::Steps, BigNatural seed=0, SobolRsg::DirectionIntegers directionIntegers=SobolRsg::JoeKuoD7) | |
Sample< std::vector< Array > > | next () const override |
void | reset () override |
Public Member Functions inherited from MultiPathVariateGeneratorBase | |
MultiPathVariateGeneratorBase (const Size dimension, const Size timeSteps) | |
Additional Inherited Members | |
Protected Attributes inherited from MultiPathVariateGeneratorBase | |
Size | dimension_ |
Size | timeSteps_ |