Enum MultiDraws 

pub enum MultiDraws {
    Pseudo {
        seed: u64,
        sqrt_dt: f64,
    },
    Qmc {
        seq: QmcSequence,
        bridge: BrownianBridge,
    },
}

Per-path factor draws for multi-state processes, step-major: the increments of step j occupy dw[j * factors ..][..factors]. Public so streaming multi-asset engines can consume draws without materializing a MultiPaths matrix.

Variants

Pseudo

Fields

seed: u64

sqrt_dt: f64

Qmc

One low-discrepancy point per path over factors * steps coordinates; each factor’s block runs through its own pass of the Brownian bridge.

Fields

seq: QmcSequence

bridge: BrownianBridge

Implementations

impl MultiDraws

pub fn new( sampler: Sampler, seed: u64, factors: usize, steps: usize, dt: f64, ) -> Self

pub fn fill( &self, index: usize, factors: usize, steps: usize, scratch: &mut FactorScratch, dw: &mut [f64], )