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It depends on the frequency range and the transformer that you want to use. If you use a 1:1 transformer with negligible winding resistance connect it with the primary between the generator output and ground and the secondary to the differential input. Make sure that the transformer works at the frequency range that you need. You can do the same thing with a dual opamp if you have power supply available one connected as buffer and the second as a unity gain inverting amp and at the outputs of the two opamps connected to the differential input via two resistors each having a value of half the termination impedance of the next stage. A balun is a classic solution for RF.
For audio the best solution is to use an dual opamp or else you will need a very large transformer. An example of how you can convert a single ended signal to a differential one is in the attached file. Use R1=R2 and R3=R4=Rout/2. R1 sets the input impedance and R3 and R4 the output impedance (Rout). If you want a low ohmic output impedance ommit R3 and R4.