public SobolBrownianGeneratorFactory(SobolBrownianGenerator.Ordering ordering) : this(NQuantLibcPINVOKE.new_SobolBrownianGeneratorFactory__SWIG_2((int)ordering), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public SobolBrownianGeneratorFactory(SobolBrownianGenerator.Ordering ordering, ulong seed = 0,
SobolRsg.DirectionIntegers integers = SobolRsg.DirectionIntegers.Jaeckel)
{
ordering_ = ordering;
seed_ = seed;
integers_ = integers;
}
public SobolBrownianGeneratorFactory(SobolBrownianGenerator.Ordering ordering, uint seed, SobolRsg.DirectionIntegers directionIntegers) : this(NQuantLibcPINVOKE.new_SobolBrownianGeneratorFactory__SWIG_0((int)ordering, seed, (int)directionIntegers), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public SobolBrownianBridgeRsg(int factors, int steps,
SobolBrownianGenerator.Ordering ordering = SobolBrownianGenerator.Ordering.Diagonal,
ulong seed = 0,
SobolRsg.DirectionIntegers directionIntegers = SobolRsg.DirectionIntegers.JoeKuoD7)
{
factors_ = factors;
steps_ = steps;
dim_ = factors * steps;
seq_ = new Sample <List <double> >(new InitializedList <double>(factors * steps), 1.0);
gen_ = new SobolBrownianGenerator(factors, steps, ordering, seed, directionIntegers);
}
