MultiPathGeneratorMersenneTwister Class Reference

Instantiation of MultiPathGenerator with standard PseudoRandom traits. More...

#include <qle/methods/multipathgeneratorbase.hpp>

Inheritance diagram for MultiPathGeneratorMersenneTwister:

Public Member Functions
	MultiPathGeneratorMersenneTwister (const boost::shared_ptr< StochasticProcess > &, const TimeGrid &, BigNatural seed=0, bool antitheticSampling=false)
const Sample< MultiPath > &	next () const override
void	reset () override

Detailed Description

Instantiation of MultiPathGenerator with standard PseudoRandom traits.