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pathgenerator.hpp
Langue: en
Version: 381988 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
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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