brownianbridge.hpp File Reference

Browian bridge. More...

#include <ql/methods/montecarlo/path.hpp>
#include <ql/methods/montecarlo/sample.hpp>

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Classes
class	BrownianBridge
	Builds Wiener process paths using Gaussian variates. More...

Namespaces
namespace	QuantLib

Detailed Description

Browian bridge.

Definition in file brownianbridge.hpp.