brownian_bridge.cpp File Reference

#include "quant/qmc/brownian_bridge.hpp"
#include <algorithm>
#include <cmath>
#include <stdexcept>

Include dependency graph for brownian_bridge.cpp:

Namespaces
namespace	quant
	Barrier option primitives and configuration.
namespace	quant::qmc
	Brownian bridge mapping for quasi Monte Carlo Brownian paths.