MultiPathGeneratorBase Class Reference

Multi Path Generator Base. More...

#include <qle/methods/multipathgeneratorbase.hpp>

Inheritance diagram for MultiPathGeneratorBase:

Collaboration diagram for MultiPathGeneratorBase:

Public Member Functions
virtual	~MultiPathGeneratorBase ()
virtual const Sample< MultiPath > &	next () const =0
virtual void	reset ()=0

Detailed Description

Multi Path Generator Base.

Definition at line 49 of file multipathgeneratorbase.hpp.

Constructor & Destructor Documentation

~MultiPathGeneratorBase()

virtual ~MultiPathGeneratorBase ( )

virtual

Definition at line 51 of file multipathgeneratorbase.hpp.

{}

Member Function Documentation

next()

virtual const Sample< MultiPath > & next ( ) const

pure virtual

Implemented in MultiPathGeneratorMersenneTwister, MultiPathGeneratorSobol, MultiPathGeneratorBurley2020Sobol, MultiPathGeneratorSobolBrownianBridgeBase, ProjectedBufferedMultiPathGenerator, and ProjectedVariateMultiPathGenerator.

reset()

virtual void reset ( )

pure virtual

Implemented in MultiPathGeneratorMersenneTwister, MultiPathGeneratorSobol, MultiPathGeneratorBurley2020Sobol, ProjectedBufferedMultiPathGenerator, ProjectedVariateMultiPathGenerator, MultiPathGeneratorSobolBrownianBridge, and MultiPathGeneratorBurley2020SobolBrownianBridge.