pathgenerator.hpp

Langue: en

Autres versions - même langue

Version: 168720 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/methods/montecarlo/pathgenerator.hpp - Generates random paths using a sequence generator.

SYNOPSIS


#include <ql/methods/montecarlo/brownianbridge.hpp>
#include <ql/stochasticprocess.hpp>

Classes


class PathGenerator< GSG >
Generates random paths using a sequence generator.

Detailed Description

Generates random paths using a sequence generator.

Author

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