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
BrownianGenerator Class Referenceabstract

#include <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

◆ nextPath()

virtual Real nextPath ( )
pure virtual

◆ numberOfFactors()

virtual Size numberOfFactors ( ) const
pure virtual

◆ numberOfSteps()

virtual Size numberOfSteps ( ) const
pure virtual