Class MTBrownianGeneratorFactory

Hierarchy

BrownianGeneratorFactory
- MTBrownianGeneratorFactory

Index

Constructors

constructor

Properties

_seed

Methods

create

Constructors

constructor

new MTBrownianGeneratorFactory(seed: Size): MTBrownianGeneratorFactory

- Defined in ql/models/marketmodels/browniangenerators/mtbrowniangenerator.ts:84
Parameters
- seed: Size
Returns MTBrownianGeneratorFactory

Properties

Private _seed

_seed: Size

Methods

create

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

Overrides BrownianGeneratorFactory.create
- Defined in ql/models/marketmodels/browniangenerators/mtbrowniangenerator.ts:90
Parameters
- factors: Size
- steps: Size
Returns BrownianGenerator