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QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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QuantLib
SobolBrownianGenerator
SobolBrownianGenerator Member List
This is the complete list of members for
SobolBrownianGenerator
, including all inherited members.
bridge_
SobolBrownianGeneratorBase
private
bridgedVariates_
SobolBrownianGeneratorBase
private
Diagonal
enum value
SobolBrownianGeneratorBase
Factors
enum value
SobolBrownianGeneratorBase
factors_
SobolBrownianGeneratorBase
private
generator_
SobolBrownianGenerator
private
lastStep_
SobolBrownianGeneratorBase
private
nextPath
() override
SobolBrownianGeneratorBase
virtual
nextSequence
() override
SobolBrownianGenerator
private
virtual
nextStep
(std::vector< Real > &) override
SobolBrownianGeneratorBase
virtual
numberOfFactors
() const override
SobolBrownianGeneratorBase
virtual
numberOfSteps
() const override
SobolBrownianGeneratorBase
virtual
orderedIndices
() const
SobolBrownianGeneratorBase
orderedIndices_
SobolBrownianGeneratorBase
private
Ordering
enum name
SobolBrownianGeneratorBase
ordering_
SobolBrownianGeneratorBase
private
SobolBrownianGenerator
(Size factors, Size steps, Ordering ordering, unsigned long seed=0, SobolRsg::DirectionIntegers directionIntegers=SobolRsg::Jaeckel)
SobolBrownianGenerator
SobolBrownianGeneratorBase
(Size factors, Size steps, Ordering ordering)
SobolBrownianGeneratorBase
Steps
enum value
SobolBrownianGeneratorBase
steps_
SobolBrownianGeneratorBase
private
transform
(const std::vector< std::vector< Real > > &variates)
SobolBrownianGeneratorBase
~BrownianGenerator
()=default
BrownianGenerator
virtual
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