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PathGenerator Class Template Reference |
Public Types | |
typedef Sample< Path > | sample_type |
Public Member Functions | |
PathGenerator (const boost::shared_ptr< StochasticProcess1D > &, Time length, Size timeSteps, const GSG &generator, bool brownianBridge) | |
PathGenerator (const boost::shared_ptr< StochasticProcess1D > &, const TimeGrid &timeGrid, const GSG &generator, bool brownianBridge) | |
inspectors | |
const sample_type & | next () const |
const sample_type & | antithetic () const |
Size | size () const |
const TimeGrid & | timeGrid () const |
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