QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <rngtraits.hpp>
Public Types | |
enum | { allowsErrorEstimate = 1 } |
typedef URNG | urng_type |
typedef InverseCumulativeRng< urng_type, IC > | rng_type |
typedef RandomSequenceGenerator< urng_type > | ursg_type |
typedef InverseCumulativeRsg< ursg_type, IC > | rsg_type |
Static Public Member Functions | |
static rsg_type | make_sequence_generator (Size dimension, BigNatural seed) |
Static Public Attributes | |
static ext::shared_ptr< IC > | icInstance |
Definition at line 43 of file rngtraits.hpp.
typedef URNG urng_type |
Definition at line 45 of file rngtraits.hpp.
typedef InverseCumulativeRng<urng_type,IC> rng_type |
Definition at line 46 of file rngtraits.hpp.
typedef RandomSequenceGenerator<urng_type> ursg_type |
Definition at line 47 of file rngtraits.hpp.
typedef InverseCumulativeRsg<ursg_type,IC> rsg_type |
Definition at line 48 of file rngtraits.hpp.
anonymous enum |
Enumerator | |
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allowsErrorEstimate |
Definition at line 50 of file rngtraits.hpp.
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static |
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static |
Definition at line 58 of file rngtraits.hpp.