QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Inverse cumulative Gaussian random-number generator. More...
#include <ql/methods/montecarlo/sample.hpp>
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Classes | |
class | InverseCumulativeRng< RNG, IC > |
Inverse cumulative random number generator. More... | |
Namespaces | |
namespace | QuantLib |
Inverse cumulative Gaussian random-number generator.
Definition in file inversecumulativerng.hpp.