PathGeneratorFactory Class Reference

Base class for path generator factories. More...

#include <qle/methods/pathgeneratorfactory.hpp>

Inheritance diagram for PathGeneratorFactory:

Collaboration diagram for PathGeneratorFactory:

Public Member Functions
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

Base class for path generator factories.

Definition at line 31 of file pathgeneratorfactory.hpp.

Constructor & Destructor Documentation

~PathGeneratorFactory()

virtual ~PathGeneratorFactory ( )

virtual

Definition at line 33 of file pathgeneratorfactory.hpp.

{}

Member Function Documentation

build()

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  )

pure virtual

Implemented in MultiPathGeneratorFactory, ProjectedBufferedMultiPathGeneratorFactory, and ProjectedVariatePathGeneratorFactory.