MultiPathVariateGeneratorSobolBrownianBridge Class Reference

Inheritance diagram for MultiPathVariateGeneratorSobolBrownianBridge:

Public Member Functions
	MultiPathVariateGeneratorSobolBrownianBridge (const Size dimension, const Size timeSteps, SobolBrownianGenerator::Ordering ordering=SobolBrownianGenerator::Steps, BigNatural seed=0, SobolRsg::DirectionIntegers directionIntegers=SobolRsg::JoeKuoD7)
Sample< std::vector< Array > >	next () const override
void	reset () override
Public Member Functions inherited from MultiPathVariateGeneratorBase
	MultiPathVariateGeneratorBase (const Size dimension, const Size timeSteps)

Additional Inherited Members
Protected Attributes inherited from MultiPathVariateGeneratorBase
Size	dimension_
Size	timeSteps_