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M1 : Simulation

G05XAF    Initializes the Brownian bridge generator
G05XBF    Generate paths for a free or non-free Wiener process using the Brownian bridge algorithm
G05XCF    Initializes the generator which backs out the increments of sample paths generated by a Brownian bridge algorithm
G05XDF    Backs out the increments from sample paths generated by a Brownian bridge algorithm
G05XEF    Creates a Brownian bridge construction order out of a set of input times

M1a:  Discrete  (1 routine)
M1b:  Continuous (Markov models)  (0 routines)

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© The Numerical Algorithms Group Ltd, Oxford UK. 2013