SobolBrownianGeneratorFactory Class Reference

#include <ql/models/marketmodels/browniangenerators/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 79 of file sobolbrowniangenerator.hpp.

Constructor & Destructor Documentation

SobolBrownianGeneratorFactory()

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

Definition at line 210 of file sobolbrowniangenerator.cpp.

Member Function Documentation

create()

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

overridevirtual

Implements BrownianGeneratorFactory.

Definition at line 217 of file sobolbrowniangenerator.cpp.

Member Data Documentation

ordering_

SobolBrownianGenerator::Ordering ordering_

private

Definition at line 89 of file sobolbrowniangenerator.hpp.

seed_

unsigned long seed_

private

Definition at line 90 of file sobolbrowniangenerator.hpp.

integers_

SobolRsg::DirectionIntegers integers_

private

Definition at line 91 of file sobolbrowniangenerator.hpp.