multipathgeneratorbase.cpp File Reference

#include <qle/methods/multipathgeneratorbase.hpp>
#include <boost/make_shared.hpp>

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Namespaces
namespace	QuantExt

Functions
QuantLib::ext::shared_ptr< MultiPathGeneratorBase >	makeMultiPathGenerator (const SequenceType s, const QuantLib::ext::shared_ptr< StochasticProcess > &process, const TimeGrid &timeGrid, const BigNatural seed, const SobolBrownianGenerator::Ordering ordering=SobolBrownianGenerator::Steps, const SobolRsg::DirectionIntegers directionIntegers=SobolRsg::JoeKuoD7)
	Make function for path generators. More...
std::ostream &	operator<< (std::ostream &out, const SequenceType s)
	Output function. More...