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<title>QuantLib: PathGenerator Class Template Reference</title>
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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_path_generator.html">PathGenerator</a></div>
<h1>PathGenerator Class Template Reference<br>
<small>
[<a class="el" href="group__mcarlo.html">Monte Carlo framework</a>]</small>
</h1><!-- doxytag: class="QuantLib::PathGenerator" --><code>#include <ql/methods/montecarlo/pathgenerator.hpp></code>
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<a href="class_quant_lib_1_1_path_generator-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
<h3>template<class GSG><br>
class QuantLib::PathGenerator< GSG ></h3>
Generates random paths using a sequence generator.
<p>
Generates random paths with drift(S,t) and variance(S,t) using a gaussian sequence generator<p>
<dl compact><dt><b><a class="el" href="test.html#_test000070">Tests:</a></b></dt><dd>the generated paths are checked against cached results </dd></dl>
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<tr><td colspan="2"><br><h2>Public Types</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e160475137a6c68f508c0dbd97aae237"></a><!-- doxytag: member="QuantLib::PathGenerator::sample_type" ref="e160475137a6c68f508c0dbd97aae237" args="" -->
typedef <a class="el" href="struct_quant_lib_1_1_sample.html">Sample</a>< <a class="el" href="class_quant_lib_1_1_path.html">Path</a> > </td><td class="memItemRight" valign="bottom"><b>sample_type</b></td></tr>
<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c527d8948d55885994a0a87fa31f7c42"></a><!-- doxytag: member="QuantLib::PathGenerator::PathGenerator" ref="c527d8948d55885994a0a87fa31f7c42" args="(const boost::shared_ptr< StochasticProcess > &, Time length, Size timeSteps, const GSG &generator, bool brownianBridge)" -->
</td><td class="memItemRight" valign="bottom"><b>PathGenerator</b> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_stochastic_process.html">StochasticProcess</a> > &, <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> length, <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> timeSteps, const GSG &generator, bool brownianBridge)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a22257337a62516ace1d26739a7a1660"></a><!-- doxytag: member="QuantLib::PathGenerator::PathGenerator" ref="a22257337a62516ace1d26739a7a1660" args="(const boost::shared_ptr< StochasticProcess > &, const TimeGrid &timeGrid, const GSG &generator, bool brownianBridge)" -->
</td><td class="memItemRight" valign="bottom"><b>PathGenerator</b> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_stochastic_process.html">StochasticProcess</a> > &, const <a class="el" href="class_quant_lib_1_1_time_grid.html">TimeGrid</a> &timeGrid, const GSG &generator, bool brownianBridge)</td></tr>
<tr><td colspan="2"><div class="groupHeader">inspectors</div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6049f022cf66ebb26cfe96caa59aff87"></a><!-- doxytag: member="QuantLib::PathGenerator::next" ref="6049f022cf66ebb26cfe96caa59aff87" args="() const " -->
const <a class="el" href="struct_quant_lib_1_1_sample.html">sample_type</a> & </td><td class="memItemRight" valign="bottom"><b>next</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bacc895c68c2f082c8cd5d9fc2d2a5f3"></a><!-- doxytag: member="QuantLib::PathGenerator::antithetic" ref="bacc895c68c2f082c8cd5d9fc2d2a5f3" args="() const " -->
const <a class="el" href="struct_quant_lib_1_1_sample.html">sample_type</a> & </td><td class="memItemRight" valign="bottom"><b>antithetic</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9d78a687cf2a391198bb3cbc08bc06cb"></a><!-- doxytag: member="QuantLib::PathGenerator::size" ref="9d78a687cf2a391198bb3cbc08bc06cb" args="() const " -->
<a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>size</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6f56adbf4be442b2ca611a3840ba6c50"></a><!-- doxytag: member="QuantLib::PathGenerator::timeGrid" ref="6f56adbf4be442b2ca611a3840ba6c50" args="() const " -->
const <a class="el" href="class_quant_lib_1_1_time_grid.html">TimeGrid</a> & </td><td class="memItemRight" valign="bottom"><b>timeGrid</b> () const </td></tr>
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