Struct BrownianBridge 

pub struct BrownianBridge { /* private fields */ }

Brownian bridge path construction: the first draw fixes the terminal value, subsequent draws fill midpoints by bisection, so low-discrepancy coordinates are spent on the dimensions that matter most. Weights are precomputed once per pricing call and shared across paths.

Produces per-step Brownian increments; a future multi-factor model (e.g. Heston) uses one bridge per factor.

Implementations

impl BrownianBridge

pub fn new(steps: usize, dt: f64) -> Self

pub fn increments(&self, z: &[f64], w_buf: &mut [f64], out: &mut [f64])

Consume steps standard normals, produce steps Brownian increments.