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Fully annotated reference manual - version 1.8.12
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Namespaces | Functions
multipathvariategenerator.cpp File Reference
#include <qle/methods/multipathvariategenerator.hpp>
#include <boost/make_shared.hpp>

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Namespaces

namespace  QuantExt
 

Functions

QuantLib::ext::shared_ptr< MultiPathVariateGeneratorBase > makeMultiPathVariateGenerator (const SequenceType s, const Size dimension, const Size timeSteps, const BigNatural seed, const SobolBrownianGenerator::Ordering ordering, const SobolRsg::DirectionIntegers directionIntegers)