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Reference manual - version qle_version
Public Member Functions | List of all members
MultiPathVariateGeneratorMersenneTwisterAntithetic Class Reference
+ Inheritance diagram for MultiPathVariateGeneratorMersenneTwisterAntithetic:

Public Member Functions

 MultiPathVariateGeneratorMersenneTwisterAntithetic (const Size dimension, const Size timeSteps, BigNatural seed=0)
 
- Public Member Functions inherited from MultiPathVariateGeneratorMersenneTwister
 MultiPathVariateGeneratorMersenneTwister (const Size dimension, const Size timeSteps, BigNatural seed=0, bool antitheticSampling=false)
 
void reset () override
 
- Public Member Functions inherited from MultiPathVariateGeneratorBase
 MultiPathVariateGeneratorBase (const Size dimension, const Size timeSteps)
 
virtual Sample< std::vector< Array > > next () const
 

Additional Inherited Members

- Protected Attributes inherited from MultiPathVariateGeneratorBase
Size dimension_
 
Size timeSteps_