BrownianGenerator Class Reference

#include <ql/models/marketmodels/browniangenerator.hpp>

Inheritance diagram for BrownianGenerator:

Collaboration diagram for BrownianGenerator:

Public Member Functions
virtual	~BrownianGenerator ()=default
virtual Real	nextStep (std::vector< Real > &)=0
virtual Real	nextPath ()=0
virtual Size	numberOfFactors () const =0
virtual Size	numberOfSteps () const =0

Detailed Description

Definition at line 30 of file browniangenerator.hpp.

Constructor & Destructor Documentation

~BrownianGenerator()

virtual ~BrownianGenerator ( )

virtualdefault

Member Function Documentation

nextStep()

virtual Real nextStep ( std::vector< Real > &  )

pure virtual

Implemented in MTBrownianGenerator, and SobolBrownianGenerator.

nextPath()

virtual Real nextPath ( )

pure virtual

Implemented in MTBrownianGenerator, and SobolBrownianGenerator.

numberOfFactors()

virtual Size numberOfFactors ( ) const

pure virtual

Implemented in MTBrownianGenerator, and SobolBrownianGenerator.

numberOfSteps()

virtual Size numberOfSteps ( ) const

pure virtual

Implemented in MTBrownianGenerator, and SobolBrownianGenerator.