Class BrownianGeneratorFactory

Hierarchy

BrownianGeneratorFactory
- SobolBrownianGeneratorFactory
- MTBrownianGeneratorFactory

Index

Methods

create

Methods

create

create(factors: Size, steps: Size): BrownianGenerator

- Defined in ql/models/marketmodels/browniangenerator.ts:24
Parameters
- factors: Size
- steps: Size
Returns BrownianGenerator