projectedvariatemultipathgenerator.hpp File Reference

multi path generator projecting variates from another variate generator More...

#include <qle/math/randomvariable.hpp>
#include <qle/methods/multipathgeneratorbase.hpp>
#include <qle/methods/multipathvariategenerator.hpp>

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Classes
class	ProjectedVariateMultiPathGenerator

Namespaces
namespace	QuantExt

Detailed Description

multi path generator projecting variates from another variate generator

Definition in file projectedvariatemultipathgenerator.hpp.