MultiPathGeneratorFactory Class Reference

Standard implementation for path generator factory. More...

#include <qle/methods/pathgeneratorfactory.hpp>

Inheritance diagram for MultiPathGeneratorFactory:

Collaboration diagram for MultiPathGeneratorFactory:

Public Member Functions
QuantLib::ext::shared_ptr< MultiPathGeneratorBase >	build (const SequenceType s, const QuantLib::ext::shared_ptr< StochasticProcess > &process, const TimeGrid &timeGrid, const BigNatural seed, const SobolBrownianGenerator::Ordering ordering, const SobolRsg::DirectionIntegers directionIntegers) override
Public Member Functions inherited from PathGeneratorFactory
virtual	~PathGeneratorFactory ()
virtual QuantLib::ext::shared_ptr< MultiPathGeneratorBase >	build (const SequenceType s, const QuantLib::ext::shared_ptr< StochasticProcess > &process, const TimeGrid &timeGrid, const BigNatural seed, const SobolBrownianGenerator::Ordering ordering, const SobolRsg::DirectionIntegers directionIntegers)=0

Detailed Description

Standard implementation for path generator factory.

Definition at line 42 of file pathgeneratorfactory.hpp.

Member Function Documentation

build()

QuantLib::ext::shared_ptr< MultiPathGeneratorBase > build ( const SequenceType  s, const QuantLib::ext::shared_ptr< StochasticProcess > &  process, const TimeGrid &  timeGrid, const BigNatural  seed, const SobolBrownianGenerator::Ordering  ordering, const SobolRsg::DirectionIntegers  directionIntegers  )

overridevirtual

Implements PathGeneratorFactory.

Definition at line 44 of file pathgeneratorfactory.hpp.

                                                                                                                {
        return makeMultiPathGenerator(s, process, timeGrid, seed, ordering, directionIntegers);
    }

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