quantlib.methods.montecarlo.multipathgenerator.
LowDiscrepancyMultiPathGenerator
¶
class
LowDiscrepancyMultiPathGenerator
(
StochasticProcess
process
,
TimeGrid
time_grid
,
LowDiscrepancy
gen
,
bool
brownian_bridge
)
¶
Bases:
object
Quantlib cython wrapper
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