26#ifndef quantlib_rng_traits_hpp
27#define quantlib_rng_traits_hpp
29#include <ql/methods/montecarlo/pathgenerator.hpp>
30#include <ql/math/randomnumbers/mt19937uniformrng.hpp>
31#include <ql/math/randomnumbers/inversecumulativerng.hpp>
32#include <ql/math/randomnumbers/randomsequencegenerator.hpp>
33#include <ql/math/randomnumbers/sobolrsg.hpp>
34#include <ql/math/randomnumbers/inversecumulativersg.hpp>
35#include <ql/math/distributions/normaldistribution.hpp>
36#include <ql/math/distributions/poissondistribution.hpp>
42 template <
class URNG,
class IC>
62 template<
class URNG,
class IC>
81 template <
class URSG,
class IC>
99 template<
class URSG,
class IC>
Inverse cumulative normal distribution function.
Inverse cumulative Poisson distribution function.
Inverse cumulative random number generator.
Inverse cumulative random sequence generator.
Random sequence generator based on a pseudo-random number generator.
Sobol low-discrepancy sequence generator.
std::size_t Size
size of a container
GenericPseudoRandom< MersenneTwisterUniformRng, InverseCumulativePoisson > PoissonPseudoRandom
traits for Poisson-distributed pseudo-random number generation
GenericLowDiscrepancy< SobolRsg, InverseCumulativeNormal > LowDiscrepancy
default traits for low-discrepancy sequence generation
unsigned QL_BIG_INTEGER BigNatural
large positive integer
GenericPseudoRandom< MersenneTwisterUniformRng, InverseCumulativeNormal > PseudoRandom
default traits for pseudo-random number generation
static rsg_type make_sequence_generator(Size dimension, BigNatural seed)
InverseCumulativeRsg< ursg_type, IC > rsg_type
static ext::shared_ptr< IC > icInstance
InverseCumulativeRng< urng_type, IC > rng_type
static rsg_type make_sequence_generator(Size dimension, BigNatural seed)
InverseCumulativeRsg< ursg_type, IC > rsg_type
static ext::shared_ptr< IC > icInstance
RandomSequenceGenerator< urng_type > ursg_type