projectedvariatepathgeneratorfactory.hpp File Reference

path generator factory that builds a projected path generator More...

#include <qle/methods/multipathvariategenerator.hpp>
#include <qle/methods/projectedvariatemultipathgenerator.hpp>
#include <qle/methods/pathgeneratorfactory.hpp>

Go to the source code of this file.

Classes
class	ProjectedVariatePathGeneratorFactory

Namespaces
namespace	QuantExt

Detailed Description

path generator factory that builds a projected path generator

Definition in file projectedvariatepathgeneratorfactory.hpp.