QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
Loading...
Searching...
No Matches
Classes | Namespaces
zigguratrng.hpp File Reference

Ziggurat random-number generator. More...

#include <ql/math/randomnumbers/mt19937uniformrng.hpp>
#include <ql/math/randomnumbers/randomsequencegenerator.hpp>

Go to the source code of this file.

Classes

class  ZigguratRng
 Ziggurat random-number generator. More...
 
struct  Ziggurat
 

Namespaces

namespace  QuantLib
 

Detailed Description

Ziggurat random-number generator.

Definition in file zigguratrng.hpp.