QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces | Typedefs
rngtraits.hpp File Reference

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...
 

Detailed Description

random-number generation policies

Definition in file rngtraits.hpp.