QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces
pathgenerator.hpp File Reference

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
 

Detailed Description

Generates random paths using a sequence generator.

Definition in file pathgenerator.hpp.