boxmullergaussianrng.hpp File Reference

Box-Muller Gaussian random-number generator. More...

#include <ql/methods/montecarlo/sample.hpp>

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Classes
class	BoxMullerGaussianRng< RNG >
	Gaussian random number generator. More...

Namespaces
namespace	QuantLib

Detailed Description

Box-Muller Gaussian random-number generator.

Definition in file boxmullergaussianrng.hpp.