projectedvariatemultipathgenerator.hpp File Reference

multi path generator projecting variates from another variate generator More...

#include <qle/math/randomvariable.hpp>
#include <qle/methods/multipathgeneratorbase.hpp>
#include <qle/methods/multipathvariategenerator.hpp>

Classes
class	ProjectedVariateMultiPathGenerator

Detailed Description

multi path generator projecting variates from another variate generator