MultiPathGeneratorSobolBrownianBridge Class Reference

Instantiation using SobolBrownianGenerator from models/marketmodels/browniangenerators. More...

#include <qle/methods/multipathgeneratorbase.hpp>

Inheritance diagram for MultiPathGeneratorSobolBrownianBridge:

Public Member Functions
	MultiPathGeneratorSobolBrownianBridge (const boost::shared_ptr< StochasticProcess > &, const TimeGrid &, SobolBrownianGenerator::Ordering ordering=SobolBrownianGenerator::Steps, BigNatural seed=0, SobolRsg::DirectionIntegers directionIntegers=SobolRsg::JoeKuoD7)
const Sample< MultiPath > &	next () const override
void	reset () override

Detailed Description

Instantiation using SobolBrownianGenerator from models/marketmodels/browniangenerators.