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Sourcecode: quantlib version File versions

pathgenerator.hpp File Reference


Detailed Description

Generates random paths using a sequence generator.

Definition in file pathgenerator.hpp.

#include <ql/stochasticprocess.hpp>
#include <ql/MonteCarlo/brownianbridge.hpp>

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Namespaces

namespace  QuantLib

Classes

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


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