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ControlledRandomVariable::ControlledVariable Class Reference

#include <ControlledRandomVariable.h>

Inheritance diagram for ControlledRandomVariable::ControlledVariable:

RandomObject< RangeType, ScalarType > List of all members.

Detailed Description

Auxilliary class: the random variable , see book, 2.8.

Definition at line 103 of file ControlledRandomVariable.h.

Public Member Functions

Real nextValue ()
 ControlledVariable (ControlledRandomVariable *xc)

Constructor & Destructor Documentation

ControlledRandomVariable::ControlledVariable::ControlledVariable ControlledRandomVariable   xc [inline]

Definition at line 111 of file ControlledRandomVariable.h.

Member Function Documentation

Real ControlledRandomVariable::ControlledVariable::nextValue   [virtual]

The next observation from the distribution of this. Returning an object of type RangeType involves copying and thus carries some overhead. But all the alternativs are very akward in case RangeType is a built in numeric type. Quite often the computation of the next observation is vastly more expensive than copying the return value.

This is the crucial method defining the random object. Typically this method will be called tens of thousands of times.

Implements RandomObject< RangeType, ScalarType >.

The documentation for this class was generated from the following file:
Generated on Mon Sep 22 02:16:32 2003 for Libor-Library by doxygen1.3-rc3