QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <browniangenerator.hpp>
Public Member Functions | |
virtual | ~BrownianGeneratorFactory ()=default |
virtual ext::shared_ptr< BrownianGenerator > | create (Size factors, Size steps) const =0 |
Definition at line 41 of file browniangenerator.hpp.
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virtualdefault |
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pure virtual |
Implemented in MTBrownianGeneratorFactory, SobolBrownianGeneratorFactory, and Burley2020SobolBrownianGeneratorFactory.