MTBrownianGeneratorFactory Class Reference

#include <ql/models/marketmodels/browniangenerators/mtbrowniangenerator.hpp>

Inheritance diagram for MTBrownianGeneratorFactory:

Collaboration diagram for MTBrownianGeneratorFactory:

Public Member Functions
	MTBrownianGeneratorFactory (unsigned long seed=0)
ext::shared_ptr< BrownianGenerator >	create (Size factors, Size steps) const override
Public Member Functions inherited from BrownianGeneratorFactory
virtual	~BrownianGeneratorFactory ()=default
virtual ext::shared_ptr< BrownianGenerator >	create (Size factors, Size steps) const =0

Private Attributes
unsigned long	seed_

Detailed Description

Examples

MarketModels.cpp.

Definition at line 62 of file mtbrowniangenerator.hpp.

Constructor & Destructor Documentation

MTBrownianGeneratorFactory()

MTBrownianGeneratorFactory

(

unsigned long

seed = 0

)

Definition at line 59 of file mtbrowniangenerator.cpp.

Member Function Documentation

create()

ext::shared_ptr< BrownianGenerator > create ( Size  factors, Size  steps  ) const

overridevirtual

Implements BrownianGeneratorFactory.

Definition at line 63 of file mtbrowniangenerator.cpp.

Member Data Documentation

seed_

unsigned long seed_

private

Definition at line 68 of file mtbrowniangenerator.hpp.