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Reference manual - version qle_version
MultiPathVariateGeneratorBurley2020Sobol Class Reference
Inheritance diagram for MultiPathVariateGeneratorBurley2020Sobol:

Public Member Functions

 MultiPathVariateGeneratorBurley2020Sobol (const Size dimension, const Size timeSteps, BigNatural seed=42, SobolRsg::DirectionIntegers directionIntegers=SobolRsg::JoeKuoD7, BigNatural scrambleSeed=43)
void reset () override
Public Member Functions inherited from MultiPathVariateGeneratorBase
 MultiPathVariateGeneratorBase (const Size dimension, const Size timeSteps)
virtual Sample< std::vector< Array > > next () const

Additional Inherited Members

Protected Attributes inherited from MultiPathVariateGeneratorBase
Size dimension_
Size timeSteps_

Member Function Documentation

◆ reset()

void reset ( )
overridevirtual