Class BrownianGenerator

Hierarchy

BrownianGenerator
- SobolBrownianGenerator
- MTBrownianGenerator

Index

Methods

Methods

nextPath

nextPath(): Real

- Defined in ql/models/marketmodels/browniangenerator.ts:12
Returns Real

nextStep

nextStep(x: Real[]): Real

- Defined in ql/models/marketmodels/browniangenerator.ts:9
Parameters
- x: Real[]
Returns Real

numberOfFactors

numberOfFactors(): Size

- Defined in ql/models/marketmodels/browniangenerator.ts:15
Returns Size

numberOfSteps

numberOfSteps(): Size

- Defined in ql/models/marketmodels/browniangenerator.ts:18
Returns Size