Public Member Functions | Protected Member Functions | List of all members
QuantLibAddin::RandomSequenceGenerator Class Referenceabstract

#include <qlo/randomsequencegenerator.hpp>

Inheritance diagram for QuantLibAddin::RandomSequenceGenerator:
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Public Member Functions

std::vector< std::vector< double > > variates (long samples)
 
virtual std::vector< double > nextSequence () const =0
 

Protected Member Functions

 OH_OBJ_CTOR (RandomSequenceGenerator, ObjectHandler::Object)
 

Member Function Documentation

◆ nextSequence()

virtual std::vector<double> QuantLibAddin::RandomSequenceGenerator::nextSequence ( ) const
pure virtual

Implemented in QuantLibAddin::LowDiscrepancySequenceGenerator< URSG >, and QuantLibAddin::PseudoRandomSequenceGenerator< URNG >.

◆ OH_OBJ_CTOR()

QuantLibAddin::RandomSequenceGenerator::OH_OBJ_CTOR ( RandomSequenceGenerator  ,
ObjectHandler::Object   
)
protected

◆ variates()

std::vector<std::vector<double> > QuantLibAddin::RandomSequenceGenerator::variates ( long  samples)
The documentation for this class was generated from the following file: