Public Member Functions | |
ProjectedBufferedMultiPathGenerator (const std::vector< Size > &stateProcessProjection, const boost::shared_ptr< std::vector< std::vector< QuantLib::Path >>> &bufferedPaths) | |
const Sample< MultiPath > & | next () const override |
void | reset () override |
ProjectedBufferedMultiPathGenerator | ( | const std::vector< Size > & | stateProcessProjection, |
const boost::shared_ptr< std::vector< std::vector< QuantLib::Path >>> & | bufferedPaths | ||
) |
If projection(j) = i for state process indices i from the projected process and j from the original process, then stateProcessProjection[i] = j, i.e. a state process component index from the projected model is mapped to the state process component index of the original model.