MultiPathVariateGeneratorSobol Class Reference

Inheritance diagram for MultiPathVariateGeneratorSobol:

Public Member Functions
	MultiPathVariateGeneratorSobol (const Size dimension, const Size timeSteps, BigNatural seed=0, SobolRsg::DirectionIntegers directionIntegers=SobolRsg::JoeKuoD7)
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_