brownianbridgepathinterpolator.cpp File Reference

#include <qle/methods/brownianbridgepathinterpolator.hpp>
#include <ql/math/comparison.hpp>
#include <ql/math/distributions/normaldistribution.hpp>
#include <ql/math/randomnumbers/mt19937uniformrng.hpp>

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Namespaces
namespace	QuantExt

Functions
void	interpolateVariatesWithBrownianBridge (const std::vector< QuantLib::Real > &times, std::vector< std::vector< QuantExt::RandomVariable > > &variates, const Size seed)