pathgenerator.hpp

Langue: en

Autres versions - même langue

Version: 381988 (fedora - 01/12/10)

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

Generated automatically by Doxygen for QuantLib from the source code.