I was just looking at the User Manual for the Agilent 33250A:
http://cp.literature.agilent.com/litweb/pdf/33250-90002.pdfin particular the block diagram on page 304 and it struck me that the Rigol DG4000 series is based on this. The Agilent design dates from 2003/4 and gives quite a lot
of details so it is likely that it would form a template.
The three relays per channel in the teardown that appear to be attenuators are probably two attenuators and perhaps a gain switch on the output amp (going from 20dB to 0dB).
The specs are also similar in format so I suspect that perhaps the pulse and square waves are generated from sine waves and a comparator in the same way which is why
they have different rise times to the arb output see pages 300 and 301. The Agilent design does this above 2MHz whilst I guess the Rigol, if it does it, switches it in at 5MHz because
the specs give a change in jitter at that frequency. I've not looked at the teardown again to see if any of this is likely from the circuit, but the specs seem to be in accord.
Edit : on further thought, it would appear that they use Arb for the pulses at least which can't be frequency swept. For square waves it is puzzling because if they use Arb in the same way why do the different models have different rise times? They can't build them into the arb shape otherwise they would change with frequency and square waves can be frequency swept.