![]() QuantLib 0.3.7Getting startedReference manual |
MultiPathGenerator Class Template Reference |
Public Types | |
typedef Sample< MultiPath > | sample_type |
Public Member Functions | |
MultiPathGenerator (const std::vector< boost::shared_ptr< StochasticProcess > > &diffusionProcs, const Matrix &correlation, const TimeGrid &timeGrid, GSG generator, bool brownianBridge) | |
const sample_type & | next () const |
const sample_type & | antithetic () const |
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