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MonteCarloScalarDriver Class Reference

#include <StochasticGenerator.h>

Inheritance diagram for MonteCarloScalarDriver:

StochasticGenerator List of all members.

Detailed Description

Stochastic generator for a ScalarProcess based on the Mersenne Twister.

Definition at line 297 of file StochasticGenerator.h.

Public Member Functions

 MonteCarloScalarDriver ()
void newWienerIncrements (int t, int s, Real *Z)
std::ostream & printSelf (std::ostream &os) const


Constructor & Destructor Documentation

MonteCarloScalarDriver::MonteCarloScalarDriver   [inline]
 

Definition at line 301 of file StochasticGenerator.h.


Member Function Documentation

void MonteCarloScalarDriver::newWienerIncrements int    t,
int    s,
Real   Z
[virtual]
 

Writes standard normal deviates needed to drive one path path from discrete time t to discrete time s into the vector Z.

Reimplemented from StochasticGenerator.

std::ostream& MonteCarloScalarDriver::printSelf std::ostream &    os const [virtual]
 

String identifying the generator.

Reimplemented from StochasticGenerator.


The documentation for this class was generated from the following file:
Generated on Mon Sep 22 02:16:33 2003 for Libor-Library by doxygen1.3-rc3