QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Ziggurat random-number generator. More...
#include <ql/math/randomnumbers/mt19937uniformrng.hpp>
#include <ql/math/randomnumbers/randomsequencegenerator.hpp>
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Classes | |
class | ZigguratRng |
Ziggurat random-number generator. More... | |
struct | Ziggurat |
Namespaces | |
namespace | QuantLib |
Ziggurat random-number generator.
Definition in file zigguratrng.hpp.