SobolBrownianBridgeRsg Class Reference

#include <ql/math/randomnumbers/sobolbrownianbridgersg.hpp>

Collaboration diagram for SobolBrownianBridgeRsg:

Public Types
typedef Sample< std::vector< Real > >	sample_type

Public Member Functions
	SobolBrownianBridgeRsg (Size factors, Size steps, SobolBrownianGenerator::Ordering ordering=SobolBrownianGenerator::Diagonal, unsigned long seed=0, SobolRsg::DirectionIntegers directionIntegers=SobolRsg::JoeKuoD7)
const sample_type &	nextSequence () const
const sample_type &	lastSequence () const
Size	dimension () const

Private Attributes
const Size	factors_
const Size	steps_
const Size	dim_
sample_type	seq_
SobolBrownianGenerator	gen_

Detailed Description

Definition at line 32 of file sobolbrownianbridgersg.hpp.

Member Typedef Documentation

sample_type

typedef Sample<std::vector<Real> > sample_type

Definition at line 34 of file sobolbrownianbridgersg.hpp.

Constructor & Destructor Documentation

SobolBrownianBridgeRsg()

SobolBrownianBridgeRsg	(	Size	factors,
		Size	steps,
		SobolBrownianGenerator::Ordering	ordering = SobolBrownianGenerator::Diagonal,
		unsigned long	seed = 0,
		SobolRsg::DirectionIntegers	directionIntegers = SobolRsg::JoeKuoD7
	)

Definition at line 28 of file sobolbrownianbridgersg.cpp.

Member Function Documentation

nextSequence()

const SobolBrownianBridgeRsg::sample_type & nextSequence

(

)

const

Definition at line 39 of file sobolbrownianbridgersg.cpp.

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lastSequence()

const SobolBrownianBridgeRsg::sample_type & lastSequence

(

)

const

Definition at line 52 of file sobolbrownianbridgersg.cpp.

dimension()

Size dimension

(

)

const

Definition at line 56 of file sobolbrownianbridgersg.cpp.

Member Data Documentation

factors_

const Size factors_

private

Definition at line 48 of file sobolbrownianbridgersg.hpp.

steps_

const Size steps_

private

Definition at line 48 of file sobolbrownianbridgersg.hpp.

dim_

const Size dim_

private

Definition at line 48 of file sobolbrownianbridgersg.hpp.

seq_

sample_type seq_

mutableprivate

Definition at line 49 of file sobolbrownianbridgersg.hpp.

gen_

SobolBrownianGenerator gen_

mutableprivate

Definition at line 50 of file sobolbrownianbridgersg.hpp.