Instantiation of MultiPathGenerator with standard LowDiscrepancy traits. More...
#include <qle/methods/multipathgeneratorbase.hpp>
Public Member Functions | |
MultiPathGeneratorSobol (const boost::shared_ptr< StochasticProcess > &, const TimeGrid &, BigNatural seed=0, SobolRsg::DirectionIntegers directionIntegers=SobolRsg::JoeKuoD7) | |
const Sample< MultiPath > & | next () const override |
void | reset () override |
Instantiation of MultiPathGenerator with standard LowDiscrepancy traits.
no Brownian bridge provided, use MultiPathGeneratorSobolBrownianBridge for this, for the use of the seed, see ql/math/randomnumbers/sobolrsg.cpp
\ingroup methods