SobolBrownianGeneratorFactory Class Reference

#include <sobolbrowniangenerator.hpp>

Inheritance diagram for SobolBrownianGeneratorFactory:

Collaboration diagram for SobolBrownianGeneratorFactory:

Public Member Functions
	SobolBrownianGeneratorFactory (SobolBrownianGenerator::Ordering ordering, unsigned long seed=0, SobolRsg::DirectionIntegers directionIntegers=SobolRsg::Jaeckel)
ext::shared_ptr< BrownianGenerator >	create (Size factors, Size steps) const override
Public Member Functions inherited from BrownianGeneratorFactory
virtual	~BrownianGeneratorFactory ()=default
virtual ext::shared_ptr< BrownianGenerator >	create (Size factors, Size steps) const =0

Private Attributes
SobolBrownianGenerator::Ordering	ordering_
unsigned long	seed_
SobolRsg::DirectionIntegers	integers_

Detailed Description

Examples

MarketModels.cpp.

Definition at line 92 of file sobolbrowniangenerator.hpp.

Constructor & Destructor Documentation

SobolBrownianGeneratorFactory()

SobolBrownianGeneratorFactory ( SobolBrownianGenerator::Ordering  ordering, unsigned long  seed = 0, SobolRsg::DirectionIntegers  directionIntegers = SobolRsg::Jaeckel  )

explicit

Definition at line 213 of file sobolbrowniangenerator.cpp.

Member Function Documentation

create()

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

overridevirtual

Implements BrownianGeneratorFactory.

Definition at line 220 of file sobolbrowniangenerator.cpp.

Member Data Documentation

ordering_

SobolBrownianGenerator::Ordering ordering_

private

Definition at line 101 of file sobolbrowniangenerator.hpp.

seed_

unsigned long seed_

private

Definition at line 102 of file sobolbrowniangenerator.hpp.

integers_

SobolRsg::DirectionIntegers integers_

private

Definition at line 103 of file sobolbrowniangenerator.hpp.