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"ql/models/marketmodels/browniangenerators/sobolbrowniangenerator"
SobolBrownianGeneratorFactory
Class SobolBrownianGeneratorFactory
Hierarchy
BrownianGeneratorFactory
SobolBrownianGeneratorFactory
Index
Constructors
constructor
Methods
create
Constructors
constructor
new
Sobol
Brownian
Generator
Factory
(
ordering
:
Ordering
, seed
?:
Integer
, directionIntegers
?:
DirectionIntegers
)
:
SobolBrownianGeneratorFactory
Parameters
ordering:
Ordering
Default value
seed:
Integer
= 0
Default value
directionIntegers:
DirectionIntegers
= SobolRsg.DirectionIntegers.Jaeckel
Returns
SobolBrownianGeneratorFactory
Methods
create
create
(
factors
:
Size
, steps
:
Size
)
:
BrownianGenerator
Parameters
factors:
Size
steps:
Size
Returns
BrownianGenerator
Globals
"ql/models/marketmodels/browniangenerators/sobolbrowniangenerator"
Sobol
Brownian
Generator
Sobol
Brownian
Generator
Factory
constructor
create