quant::qmc::BrownianBridge Class Reference

#include <brownian_bridge.hpp>

Public Member Functions
	BrownianBridge (std::size_t steps, double maturity)
std::size_t	size () const
void	transform (const double *normals, double *increments) const

Constructor & Destructor Documentation

BrownianBridge()

quant::qmc::BrownianBridge::BrownianBridge	(	std::size_t	steps,
		double	maturity
	)

Member Function Documentation

size()

std::size_t quant::qmc::BrownianBridge::size ( ) const

inline

transform()

void quant::qmc::BrownianBridge::transform	(	const double *	normals,
		double *	increments
	)		const

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The documentation for this class was generated from the following files:

• include/quant/qmc/brownian_bridge.hpp
• src/qmc/brownian_bridge.cpp