sobolbrownianbridgersg.hpp File Reference

interface class to map the functionality of SobolBrownianGenerator to the "conventional" sequence generator interface More...

#include <ql/models/marketmodels/browniangenerators/sobolbrowniangenerator.hpp>

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Classes
class	SobolBrownianBridgeRsg
class	Burley2020SobolBrownianBridgeRsg

Namespaces
namespace	QuantLib

Detailed Description

interface class to map the functionality of SobolBrownianGenerator to the "conventional" sequence generator interface

Definition in file sobolbrownianbridgersg.hpp.