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

Public Member Functions

 ProjectedBufferedMultiPathGeneratorFactory (const std::vector< Size > &stateProcessProjection, const boost::shared_ptr< std::vector< std::vector< QuantLib::Path >>> &bufferedPaths)
 
boost::shared_ptr< MultiPathGeneratorBasebuild (const SequenceType s, const boost::shared_ptr< StochasticProcess > &process, const TimeGrid &timeGrid, const BigNatural seed, const SobolBrownianGenerator::Ordering ordering, const SobolRsg::DirectionIntegers directionIntegers) override