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Reference manual - version qle_version
Public Member Functions | Protected Member Functions | Protected Attributes | List of all members
MultiPathVariateGeneratorBase Class Referenceabstract
+ Inheritance diagram for MultiPathVariateGeneratorBase:

Public Member Functions

 MultiPathVariateGeneratorBase (const Size dimension, const Size timeSteps)
 
virtual Sample< std::vector< Array > > next () const
 
virtual void reset ()=0
 

Protected Member Functions

virtual Sample< std::vector< Real > > nextSequence () const =0
 

Protected Attributes

Size dimension_
 
Size timeSteps_