QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Types | Static Public Member Functions | Static Public Attributes | List of all members
GenericPseudoRandom< URNG, IC > Struct Template Reference

#include <rngtraits.hpp>

+ Collaboration diagram for GenericPseudoRandom< URNG, IC >:

Public Types

enum  { allowsErrorEstimate = 1 }
 
typedef URNG urng_type
 
typedef InverseCumulativeRng< urng_type, IC > rng_type
 
typedef RandomSequenceGenerator< urng_typeursg_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
 

Detailed Description

template<class URNG, class IC>
struct QuantLib::GenericPseudoRandom< URNG, IC >

Definition at line 43 of file rngtraits.hpp.

Member Typedef Documentation

◆ urng_type

typedef URNG urng_type

Definition at line 45 of file rngtraits.hpp.

◆ rng_type

Definition at line 46 of file rngtraits.hpp.

◆ ursg_type

Definition at line 47 of file rngtraits.hpp.

◆ rsg_type

Definition at line 48 of file rngtraits.hpp.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum
Enumerator
allowsErrorEstimate 

Definition at line 50 of file rngtraits.hpp.

Member Function Documentation

◆ make_sequence_generator()

static rsg_type make_sequence_generator ( Size  dimension,
BigNatural  seed 
)
static

Definition at line 52 of file rngtraits.hpp.

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Member Data Documentation

◆ icInstance

ext::shared_ptr< IC > icInstance
static

Definition at line 58 of file rngtraits.hpp.