QuantLib
: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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QuantLib
SobolBrownianGenerator
SobolBrownianGenerator Member List
This is the complete list of members for
SobolBrownianGenerator
, including all inherited members.
bridge_
SobolBrownianGenerator
private
bridgedVariates_
SobolBrownianGenerator
private
Diagonal
enum value
SobolBrownianGenerator
Factors
enum value
SobolBrownianGenerator
factors_
SobolBrownianGenerator
private
generator_
SobolBrownianGenerator
private
lastStep_
SobolBrownianGenerator
private
nextPath
() override
SobolBrownianGenerator
virtual
nextStep
(std::vector< Real > &) override
SobolBrownianGenerator
virtual
numberOfFactors
() const override
SobolBrownianGenerator
virtual
numberOfSteps
() const override
SobolBrownianGenerator
virtual
orderedIndices
() const
SobolBrownianGenerator
orderedIndices_
SobolBrownianGenerator
private
Ordering
enum name
SobolBrownianGenerator
ordering_
SobolBrownianGenerator
private
SobolBrownianGenerator
(Size factors, Size steps, Ordering ordering, unsigned long seed=0, SobolRsg::DirectionIntegers directionIntegers=SobolRsg::Jaeckel)
SobolBrownianGenerator
Steps
enum value
SobolBrownianGenerator
steps_
SobolBrownianGenerator
private
transform
(const std::vector< std::vector< Real > > &variates)
SobolBrownianGenerator
~BrownianGenerator
()=default
BrownianGenerator
virtual
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