quantlib.models.marketmodels.browniangenerators.mt_brownian_generator.

MTBrownianGenerator

class MTBrownianGenerator(Size factors, Size steps, unsigned long seed=0)

Bases: BrownianGenerator

Attributes:

number_of_factors

number_of_steps

Methods

next_path(self)
next_step(self, vector[Real] v)	len(v) needs to be equal to number of factors