QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Generates random paths using a sequence generator. More...
#include <ql/methods/montecarlo/brownianbridge.hpp>
#include <ql/stochasticprocess.hpp>
#include <utility>
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Classes | |
class | PathGenerator< GSG > |
Generates random paths using a sequence generator. More... | |
Namespaces | |
namespace | QuantLib |
Generates random paths using a sequence generator.
Definition in file pathgenerator.hpp.