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Fully annotated reference manual - version 1.8.12
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Files | Classes
Methods

Files

file  multipathgeneratorbase.hpp
 base class for multi path generators
 
file  pathgeneratorfactory.hpp
 base class and standard implementation for path generator factories
 
file  projectedbufferedmultipathgenerator.hpp
 multi path generator projecting paths from a buffered state processr
 
file  projectedbufferedmultipathgeneratorfactory.hpp
 path generator factory that builds a projected path generator
 
file  projectedvariatemultipathgenerator.hpp
 multi path generator projecting variates from another variate generator
 
file  projectedvariatepathgeneratorfactory.hpp
 path generator factory that builds a projected path generator
 

Classes

class  MultiPathGeneratorBase
 Multi Path Generator Base. More...
 
class  MultiPathGeneratorMersenneTwister
 Instantiation of MultiPathGenerator with standard PseudoRandom traits. More...
 
class  MultiPathGeneratorSobolBrownianBridgeBase
 Base class for instantiations using brownian generators from models/marketmodels/browniangenerators. More...
 
class  MultiPathGeneratorSobolBrownianBridge
 Instantiation using SobolBrownianGenerator from models/marketmodels/browniangenerators. More...
 
class  MultiPathGeneratorBurley2020SobolBrownianBridge
 Instantiation using Burley2020SobolBrownianGenerator from models/marketmodels/browniangenerators. More...
 

Detailed Description

Grouping of all method related classes, functions and files