Inheritance diagram for ProjectedVariatePathGeneratorFactory:

Public Member Functions
	ProjectedVariatePathGeneratorFactory (const std::vector< Size > &stateProcessProjection, const QuantLib::ext::shared_ptr< MultiPathVariateGeneratorBase > &variateGenerator)
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

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