MultiPathGeneratorMersenneTwisterAntithetic Class Reference

#include <qle/methods/multipathgeneratorbase.hpp>

Inheritance diagram for MultiPathGeneratorMersenneTwisterAntithetic:

Collaboration diagram for MultiPathGeneratorMersenneTwisterAntithetic:

Public Member Functions
	MultiPathGeneratorMersenneTwisterAntithetic (const QuantLib::ext::shared_ptr< StochasticProcess > &p, const TimeGrid &grid, BigNatural seed=0)
Public Member Functions inherited from MultiPathGeneratorMersenneTwister
	MultiPathGeneratorMersenneTwister (const QuantLib::ext::shared_ptr< StochasticProcess > &, const TimeGrid &, BigNatural seed=0, bool antitheticSampling=false)
const Sample< MultiPath > &	next () const override
void	reset () override
Public Member Functions inherited from MultiPathGeneratorBase
virtual	~MultiPathGeneratorBase ()
virtual const Sample< MultiPath > &	next () const =0
virtual void	reset ()=0

Detailed Description

Definition at line 78 of file multipathgeneratorbase.hpp.

Constructor & Destructor Documentation

MultiPathGeneratorMersenneTwisterAntithetic()

MultiPathGeneratorMersenneTwisterAntithetic	(	const QuantLib::ext::shared_ptr< StochasticProcess > &	p,
		const TimeGrid &	grid,
		BigNatural	seed = 0
	)

Definition at line 80 of file multipathgeneratorbase.hpp.

        : MultiPathGeneratorMersenneTwister(p, grid, seed, true) {}