com.github.vonrosen.quantlib

Class GaussianSobolPathGenerator

java.lang.Object

com.github.vonrosen.quantlib.GaussianSobolPathGenerator

public class GaussianSobolPathGenerator
extends Object

Field Summary

Fields

Modifier and Type	Field and Description
protected boolean	swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
protected	GaussianSobolPathGenerator(long cPtr, boolean cMemoryOwn)
	GaussianSobolPathGenerator(StochasticProcess1D process, double length, long steps, GaussianLowDiscrepancySequenceGenerator rsg, boolean brownianBridge)

Method Summary

Modifier and Type	Method and Description
SamplePath	antithetic()
void	delete()
protected void	finalize()
protected static long	getCPtr(GaussianSobolPathGenerator obj)
SamplePath	next()

Methods inherited from class java.lang.Object

clone, equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

swigCMemOwn

protected transient boolean swigCMemOwn

Constructor Detail

GaussianSobolPathGenerator

protected GaussianSobolPathGenerator(long cPtr,
                                     boolean cMemoryOwn)

GaussianSobolPathGenerator

public GaussianSobolPathGenerator(StochasticProcess1D process,
                                  double length,
                                  long steps,
                                  GaussianLowDiscrepancySequenceGenerator rsg,
                                  boolean brownianBridge)

Method Detail

getCPtr

protected static long getCPtr(GaussianSobolPathGenerator obj)

finalize

protected void finalize()

Overrides:

finalize in class Object

delete

public void delete()

next

public SamplePath next()

antithetic

public SamplePath antithetic()