QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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Public Types | Static Public Member Functions | List of all members
Ziggurat Struct Reference

#include <ql/experimental/math/zigguratrng.hpp>

+ Collaboration diagram for Ziggurat:

Public Types

enum  { allowsErrorEstimate = 1 }
 
typedef ZigguratRng rng_type
 
typedef RandomSequenceGenerator< rng_typersg_type
 

Static Public Member Functions

static rsg_type make_sequence_generator (Size dimension, BigNatural seed)
 

Detailed Description

Definition at line 64 of file zigguratrng.hpp.

Member Typedef Documentation

◆ rng_type

Definition at line 66 of file zigguratrng.hpp.

◆ rsg_type

Definition at line 67 of file zigguratrng.hpp.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum
Enumerator
allowsErrorEstimate 

Definition at line 69 of file zigguratrng.hpp.

Member Function Documentation

◆ make_sequence_generator()

static rsg_type make_sequence_generator ( Size  dimension,
BigNatural  seed 
)
static

Definition at line 71 of file zigguratrng.hpp.