QuantLib: MultiPathGenerator< GSG > Class Template Reference

A free/open-source library for quantitative finance Reference manual - version 1.20

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MultiPathGenerator< GSG > Class Template Reference
Monte Carlo framework

Generates a multipath from a random number generator. More...

`#include <ql/methods/montecarlo/multipathgenerator.hpp>`

## Public Types
typedef Sample< MultiPath > | sample_type

## Public Member Functions
| MultiPathGenerator (const ext::shared_ptr< StochasticProcess > &, const TimeGrid &, const GSG &generator, bool brownianBridge=false)
const sample_type & | next () const
const sample_type & | antithetic () const

## Detailed Description

### template<class GSG>
class QuantLib::MultiPathGenerator< GSG >

Generates a multipath from a random number generator.

RSG is a sample generator which returns a random sequence. It must have the minimal interface:

RSG {
Sample<Array> next();
};

Tests:
  the generated paths are checked against cached results