Reference manual - version qle_version
Public Member Functions | |
| MultiPathVariateGeneratorBase (const Size dimension, const Size timeSteps) | |
| virtual Sample< std::vector< Array > > | next () const |
| virtual void | reset ()=0 |
Protected Member Functions | |
| virtual Sample< std::vector< Real > > | nextSequence () const =0 |
Protected Attributes | |
| Size | dimension_ |
| Size | timeSteps_ |
