24#ifndef quantlib_random_sequence_generator_h
25#define quantlib_random_sequence_generator_h
27#include <ql/methods/montecarlo/sample.hpp>
28#include <ql/errors.hpp>
58 QL_REQUIRE(dimensionality>0,
59 "dimensionality must be greater than 0");
71 typename RNG::sample_type x(
rng_.next());
Random sequence generator based on a pseudo-random number generator.
const sample_type & nextSequence() const
RandomSequenceGenerator(Size dimensionality, const RNG &rng)
const sample_type & lastSequence() const
std::vector< BigNatural > nextInt32Sequence() const
std::vector< BigNatural > int32Sequence_
Sample< std::vector< Real > > sample_type
RandomSequenceGenerator(Size dimensionality, BigNatural seed=0)
std::size_t Size
size of a container
unsigned QL_BIG_INTEGER BigNatural
large positive integer