MultiPathGeneratorFactory Class Reference

Standard implementation for path generator factory. More...

#include <qle/methods/pathgeneratorfactory.hpp>

Inheritance diagram for MultiPathGeneratorFactory:

Public Member Functions
QuantLib::ext::shared_ptr< MultiPathGeneratorBase >	build (const SequenceType s, const QuantLib::ext::shared_ptr< StochasticProcess > &process, const TimeGrid &timeGrid, const BigNatural seed, const SobolBrownianGenerator::Ordering ordering, const SobolRsg::DirectionIntegers directionIntegers) override

Detailed Description

Standard implementation for path generator factory.

Member Function Documentation

build()

QuantLib::ext::shared_ptr< MultiPathGeneratorBase > build ( const SequenceType s, const QuantLib::ext::shared_ptr< StochasticProcess > & process, const TimeGrid & timeGrid, const BigNatural seed, const SobolBrownianGenerator::Ordering ordering, const SobolRsg::DirectionIntegers directionIntegers )

overridevirtual

Implements PathGeneratorFactory.