ql/methods/montecarlo/pathgenerator.hpp File Reference

Generates random paths using a sequence generator. More...

#include <ql/methods/montecarlo/brownianbridge.hpp>
#include <ql/stochasticprocess.hpp>
Include dependency graph for pathgenerator.hpp:

Classes

class  PathGenerator< GSG >
 Generates random paths using a sequence generator. More...

Detailed Description

Generates random paths using a sequence generator.