MultiPathGeneratorFactory Class Reference

Standard implementation for path generator factory. More...

#include <qle/methods/pathgeneratorfactory.hpp>

Inheritance diagram for MultiPathGeneratorFactory:

Public Member Functions
boost::shared_ptr< MultiPathGeneratorBase >	build (const SequenceType s, const boost::shared_ptr< StochasticProcess > &process, const TimeGrid &timeGrid, const BigNatural seed, const SobolBrownianGenerator::Ordering ordering, const SobolRsg::DirectionIntegers directionIntegers) override

Detailed Description

Standard implementation for path generator factory.