QuantLib: C:/dev/QuantLib/ql/math/randomnumbers/zigguratgaussianrng.hpp File Reference

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QuantLib: a free/open-source library for quantitative finance

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Ziggurat Gaussian random-number generator. More...

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

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

Namespaces
namespace	QuantLib

Detailed Description

Ziggurat Gaussian random-number generator.

Definition in file zigguratgaussianrng.hpp.