Uses of Class
org.quantlib.BrownianGeneratorFactory

Uses of BrownianGeneratorFactory in org.quantlib

Subclasses of BrownianGeneratorFactory in org.quantlib

Modifier and Type	Class	Description
class	MTBrownianGeneratorFactory
class	SobolBrownianGeneratorFactory

Methods in org.quantlib with parameters of type BrownianGeneratorFactory

Modifier and Type	Method	Description
protected static long	BrownianGeneratorFactory.getCPtr(BrownianGeneratorFactory obj)

Constructors in org.quantlib with parameters of type BrownianGeneratorFactory

Constructor	Description
HestonSLVMCModel(LocalVolTermStructure localVol, HestonModel model, BrownianGeneratorFactory brownianGeneratorFactory, Date endDate)
HestonSLVMCModel(LocalVolTermStructure localVol, HestonModel model, BrownianGeneratorFactory brownianGeneratorFactory, Date endDate, long timeStepsPerYear)
HestonSLVMCModel(LocalVolTermStructure localVol, HestonModel model, BrownianGeneratorFactory brownianGeneratorFactory, Date endDate, long timeStepsPerYear, long nBins)
HestonSLVMCModel(LocalVolTermStructure localVol, HestonModel model, BrownianGeneratorFactory brownianGeneratorFactory, Date endDate, long timeStepsPerYear, long nBins, long calibrationPaths)
HestonSLVMCModel(LocalVolTermStructure localVol, HestonModel model, BrownianGeneratorFactory brownianGeneratorFactory, Date endDate, long timeStepsPerYear, long nBins, long calibrationPaths, DateVector mandatoryDates)
HestonSLVMCModel(LocalVolTermStructure localVol, HestonModel model, BrownianGeneratorFactory brownianGeneratorFactory, Date endDate, long timeStepsPerYear, long nBins, long calibrationPaths, DateVector mandatoryDates, double mixingFactor)
LogNormalFwdRateIpc(MarketModel model, BrownianGeneratorFactory factory, UnsignedIntVector numeraires)
LogNormalFwdRateIpc(MarketModel model, BrownianGeneratorFactory factory, UnsignedIntVector numeraires, long initialStep)