21#ifndef quantlib_brownian_generator_hpp
22#define quantlib_brownian_generator_hpp
45 virtual ext::shared_ptr<BrownianGenerator>
create(
Size factors,
46 Size steps)
const = 0;
virtual ext::shared_ptr< BrownianGenerator > create(Size factors, Size steps) const =0
virtual ~BrownianGeneratorFactory()=default
virtual Real nextPath()=0
virtual Size numberOfFactors() const =0
virtual Size numberOfSteps() const =0
virtual ~BrownianGenerator()=default
virtual Real nextStep(std::vector< Real > &)=0
std::size_t Size
size of a container
Maps shared_ptr to either the boost or std implementation.