pathgenerator.hpp File Reference

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

#include <ql/methods/montecarlo/brownianbridge.hpp>
#include <ql/stochasticprocess.hpp>
#include <utility>

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

Namespaces
namespace	QuantLib

Detailed Description

Generates random paths using a sequence generator.

Definition in file pathgenerator.hpp.