QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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random-number generation policies More...
#include <ql/methods/montecarlo/pathgenerator.hpp>
#include <ql/math/randomnumbers/mt19937uniformrng.hpp>
#include <ql/math/randomnumbers/inversecumulativerng.hpp>
#include <ql/math/randomnumbers/randomsequencegenerator.hpp>
#include <ql/math/randomnumbers/sobolrsg.hpp>
#include <ql/math/randomnumbers/inversecumulativersg.hpp>
#include <ql/math/distributions/normaldistribution.hpp>
#include <ql/math/distributions/poissondistribution.hpp>
Go to the source code of this file.
Classes | |
struct | GenericPseudoRandom< URNG, IC > |
struct | GenericLowDiscrepancy< URSG, IC > |
Namespaces | |
namespace | QuantLib |
Typedefs | |
typedef GenericPseudoRandom< MersenneTwisterUniformRng, InverseCumulativeNormal > | PseudoRandom |
default traits for pseudo-random number generation More... | |
typedef GenericPseudoRandom< MersenneTwisterUniformRng, InverseCumulativePoisson > | PoissonPseudoRandom |
traits for Poisson-distributed pseudo-random number generation More... | |
typedef GenericLowDiscrepancy< SobolRsg, InverseCumulativeNormal > | LowDiscrepancy |
default traits for low-discrepancy sequence generation More... | |
random-number generation policies
Definition in file rngtraits.hpp.