QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Random sequence generator based on a pseudo-random number generator. More...
#include <randomsequencegenerator.hpp>
Public Types | |
typedef Sample< std::vector< Real > > | sample_type |
Public Member Functions | |
RandomSequenceGenerator (Size dimensionality, const RNG &rng) | |
RandomSequenceGenerator (Size dimensionality, BigNatural seed=0) | |
const sample_type & | nextSequence () const |
std::vector< BigNatural > | nextInt32Sequence () const |
const sample_type & | lastSequence () const |
Size | dimension () const |
Private Attributes | |
Size | dimensionality_ |
RNG | rng_ |
sample_type | sequence_ |
std::vector< BigNatural > | int32Sequence_ |
Random sequence generator based on a pseudo-random number generator.
Random sequence generator based on a pseudo-random number generator RNG.
Class RNG must implement the following interface:
If a client of this class wants to use the nextInt32Sequence method, class RNG must also implement
Definition at line 50 of file randomsequencegenerator.hpp.
typedef Sample<std::vector<Real> > sample_type |
Definition at line 52 of file randomsequencegenerator.hpp.
RandomSequenceGenerator | ( | Size | dimensionality, |
const RNG & | rng | ||
) |
Definition at line 53 of file randomsequencegenerator.hpp.
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explicit |
Definition at line 62 of file randomsequencegenerator.hpp.
const sample_type & nextSequence | ( | ) | const |
Definition at line 68 of file randomsequencegenerator.hpp.
std::vector< BigNatural > nextInt32Sequence | ( | ) | const |
Definition at line 77 of file randomsequencegenerator.hpp.
const sample_type & lastSequence | ( | ) | const |
Definition at line 83 of file randomsequencegenerator.hpp.
Size dimension | ( | ) | const |
Definition at line 86 of file randomsequencegenerator.hpp.
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private |
Definition at line 88 of file randomsequencegenerator.hpp.
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private |
Definition at line 89 of file randomsequencegenerator.hpp.
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mutableprivate |
Definition at line 90 of file randomsequencegenerator.hpp.
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mutableprivate |
Definition at line 91 of file randomsequencegenerator.hpp.