QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | List of all members
BrownianGeneratorFactory Class Referenceabstract

#include <browniangenerator.hpp>

+ Inheritance diagram for BrownianGeneratorFactory:
+ Collaboration diagram for BrownianGeneratorFactory:

Public Member Functions

virtual ~BrownianGeneratorFactory ()=default
 
virtual ext::shared_ptr< BrownianGeneratorcreate (Size factors, Size steps) const =0
 

Detailed Description

Definition at line 41 of file browniangenerator.hpp.

Constructor & Destructor Documentation

◆ ~BrownianGeneratorFactory()

virtual ~BrownianGeneratorFactory ( )
virtualdefault

Member Function Documentation

◆ create()

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

Implemented in MTBrownianGeneratorFactory, SobolBrownianGeneratorFactory, and Burley2020SobolBrownianGeneratorFactory.

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